Methods of classical fractional calculus are applied to generalized Stieltjes and stochastic integration theory. Under these aspects we also consider stochastic differential equations driven by processes with generalized quadratic variations. The paper gives a survey on this approach.
CITATION STYLE
Zähle, M. (2007). On the Link Between Fractional and Stochastic Calculus. In Stochastic Dynamics (pp. 305–325). Springer New York. https://doi.org/10.1007/0-387-22655-9_13
Mendeley helps you to discover research relevant for your work.