Sign Up to like & get
recommendations!
1
Published in 2022 at "International Journal of Computer Mathematics"
DOI: 10.1080/00207160.2022.2163166
Abstract: In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian motion (fBm) for all relevant Hurst indices, i.e. . Particularly, the…
read more here.
Keywords:
brownian motion;
hurst indices;
fractional brownian;
evaluation integrals ... See more keywords
Sign Up to like & get
recommendations!
1
Published in 2019 at "Lobachevskii Journal of Mathematics"
DOI: 10.1134/s1995080219070102
Abstract: The connection is considered between integrals and series involving polygamma ψ (z) and zeta ζ (z, s) functions, Bernoulli Bn (z) and Euler En (z) polynomials, and Bernoulli Bn and Euler En numbers.
read more here.
Keywords:
evaluation integrals;
functions evaluation;
series involving;
integrals series ... See more keywords