{"entities":{"Q2485747":{"pageid":2496490,"ns":120,"title":"Item:Q2485747","lastrevid":48522826,"modified":"2026-01-05T02:41:47Z","type":"item","id":"Q2485747","labels":{"en":{"language":"en","value":"\\(m\\)-order integrals and generalized It\u00f4's formula; the case of a fractional Brownian motion with any Hurst index"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2192483"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$905C1F1F-712F-4E6D-8595-D02CFFCC4EC2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1875d730629eccdb4b9122973a81e052cedf309a","datavalue":{"value":{"text":"\\(m\\)-order integrals and generalized It\u00f4's formula; the case of a fractional Brownian motion with any Hurst index","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2485747$9A65BC7A-25FF-4D74-9222-A4756A40F62F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6131c1406045e063c81041ffb997ba14a272a010","datavalue":{"value":"1083.60045","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$DF881F79-11AE-4D2B-B588-0A7AB2DB75F7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a0ecc197879cbd8fbf93125628fa873a46c64507","datavalue":{"value":{"entity-type":"item","numeric-id":210675,"id":"Q210675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$8A1F882D-C62A-490B-AE30-50D8A2A5605B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"533b0e73a1d71ba929d04c97080050286d8901ea","datavalue":{"value":{"entity-type":"item","numeric-id":272935,"id":"Q272935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$17EDA55A-8C97-404C-8D76-26AC9E6F8318","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"62010e321b1a7b7a43c29707faf77a0ccabfb4c5","datavalue":{"value":{"entity-type":"item","numeric-id":188430,"id":"Q188430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$DA3F6513-90BD-44DD-A12F-02C3AA5C4FC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6d32e7a1e659c7447cc730eaa5f538be0386f12d","datavalue":{"value":{"entity-type":"item","numeric-id":188431,"id":"Q188431"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$3978EB63-BE70-40E2-9BD7-3E4CE108B296","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$EE8BA066-EFF1-4436-823B-C69C85598DD2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"90b8e08a65c3f6b60302137bec886dcfcd8ff418","datavalue":{"value":{"time":"+2005-08-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2485747$C30EC927-C538-46BA-8D12-6CE032D269A4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"6b74ecf5451fc51fb9a8f4f6106df02a58d7fe99","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_2005__41_4_781_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q2485747$C7C9F53D-54AB-4A21-BD31-CC55ED1BA8FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"b150c15c14ee05a8dedc57fdbea270f6a4af79fa","datavalue":{"value":"https://eudml.org/doc/77867","type":"string"},"datatype":"url"},"type":"statement","id":"Q2485747$C00B6553-76B0-414F-B71A-C4B5CE9CFD0C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fee9b86de4c60cf08686a3291b882f70c6f893ce","datavalue":{"value":"Suppose \\(X\\) is a continuous process and \\(g: {\\mathbb R}\\to{\\mathbb R}\\) is a locally bounded Borel function. Given a positive integer \\(m\\) and a probability measure \\(\\nu\\) on \\([0,1]\\), the authors introduce \\(m\\)-order \\(\\nu\\)-integrals as  \\[  \\int_0^tg(X_u)\\,d^{\\nu,m}X_u:= \\lim_{\\varepsilon\\downarrow 0} \\text{ prob}\\, {1\\over{\\varepsilon}}\\int_0^t du\\, (X_{u+\\varepsilon}-X_u)^m\\int_0^1 g(X_u+\\alpha(X_{u+\\varepsilon}-X_u))\\,\\nu(d\\alpha).  \\]  When \\(\\nu\\) is symmetric, the corresponding integral is an extension of symmetric integrals of Stratonovich type. If \\(f\\in C^{2n}({\\mathbb R})\\), \\(\\nu\\) is symmetric, and if \\(X\\) is a continuous process having a \\((2n)\\)-variation (i.e. \\([X,X,\\dots,X]\\)), then the It\u00f4 formula holds with some extra terms consisting of higher order \\(\\delta_{1/2}\\)-integrals. In the case of the fractional Brownian motion \\(B^H\\), \\(0<H<1\\), \\(m\\)-order \\(\\nu\\)-integral vanishes for all odd indices \\(m>1/2H\\) and any symmetric \\(\\nu\\). If \\(\\nu\\) is any symmetric probability measure, then the It\u00f4-Stratonovich formula holds for \\(H>1/6\\), but fails to hold for \\(H\\leq 1/6\\). However, if \\(H\\leq 1/6\\), an It\u00f4 formula is still valid provided we proceed through a different regularization of the symmetric integral which involves particular symmetric probability measures.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485747$484E3B57-D1E5-4AB1-B2B0-32A74472CC80","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$AF8177EF-7C68-4B42-BA57-67BD3B0B0348","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$26C411A7-600D-456B-8502-4CF1F54E8D5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$2CE4413E-AC3A-43ED-BD13-E5AC2D83F877","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6b932d8c51e25a0d6325f7e5b3937d229cb05b7f","datavalue":{"value":"2192483","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$AD9D5D80-54E8-4325-8FE3-05C54AF8D9C2","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"25be9004a3ffefe01044120cd6e6be3a43644643","datavalue":{"value":{"entity-type":"item","numeric-id":340124,"id":"Q340124"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$5DEB0A21-7A22-414B-8788-986F8379E30F","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485747$1A57F04A-ABB3-4D08-AC92-82817B6A1FCD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1110d8433ace68a79bbfd377e5eb4502e508137c","datavalue":{"value":"W2040324819","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$1137AB89-775B-45CC-91BB-26CBFD07F11C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e5dd32e7f9250c7b344d54e3fd9ff1ad9072abd5","datavalue":{"value":"10.1016/J.ANIHPB.2004.06.002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485747$D2C2C4D8-D533-4FA3-B1B4-BE38AABB6951","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d7d891646679c012582e691664f9536b8789240","datavalue":{"value":{"entity-type":"item","numeric-id":1868111,"id":"Q1868111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"57f228bd8b902f59201b4b420f60d3f2c50cb868","datavalue":{"value":{"amount":"+0.83281010389328","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485747$7C9259DF-CB4A-4311-8D6B-F59981D69A12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0acec9541355da939bff49606cae0630190bb352","datavalue":{"value":{"entity-type":"item","numeric-id":1767509,"id":"Q1767509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82b1f56df3241d6ee9ee77bfdb905841ff38462e","datavalue":{"value":{"amount":"+0.8261755108833313","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485747$5AAD3675-7C70-4F82-8A2F-E7EBE2ABEB05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"439445ddc1820daec70efbece9f23cb6c6e1c089","datavalue":{"value":{"entity-type":"item","numeric-id":1433879,"id":"Q1433879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0a75d9164b7f8d9e230ecfb0feaa36fec95231d8","datavalue":{"value":{"amount":"+0.8208310604095459","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485747$B4F47280-34B2-478C-B379-AC7E4E791F56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8f167fa4ea57c6d74865a80519f4920b790b119b","datavalue":{"value":{"entity-type":"item","numeric-id":4943736,"id":"Q4943736"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d427e2f931ff40ff25312a4a4a227117712e7260","datavalue":{"value":{"amount":"+0.8195014595985413","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485747$056BF6BF-0DA9-4FDD-ABE5-95B1C958CCB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"91ad4fb6816091deab9c2d92a12e7a9f483a7079","datavalue":{"value":{"entity-type":"item","numeric-id":2574549,"id":"Q2574549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a092f1dae4a8ec95b5f7c17aa2acd3757113f00a","datavalue":{"value":{"amount":"+0.8110424280166626","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485747$8786ADF6-35DD-46D4-B5EC-94A4FAC347F8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2485747","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2485747"}}}}}