| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 839157 | Nonlinear Analysis: Real World Applications | 2006 | 9 Pages |
Abstract
In this paper, we introduce an approximate approach to fractional stochastic dynamical systems perturbed by a fractional noise. Based on a fundamental result on the L2L2-approximation of this noise by semimartingales, we study some fractional models in finance.
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
Tran Hung Thao,