Blar i Handelshøyskolen BI på tidsskrift "Stochastics: An International Journal of Probability and Stochastic Processes"
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GIRSANOV THEOREM FOR MULTIFRACTIONAL BROWNIAN PROCESSES
(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 ...