• GIRSANOV THEOREM FOR MULTIFRACTIONAL BROWNIAN PROCESSES 

      Harang, Fabian; Nilssen, Torstein; Proske, Frank Norbert (Journal article; Peer reviewed, 2022)
      In this article, we will present a new perspective on the variable-order fractional calculus, which allows for differentiation and integration to a variable order. The concept of multifractional calculus has been a scarcely ...