Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (Q3426326): Difference between revisions

@@ Property / author @@
-Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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@@ Property / author @@
+Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500601014912
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@@ Property / OpenAlex ID @@
+W2106404281
@@ Property / OpenAlex ID: W2106404281 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
+Normal rank
@@ Property / cites work @@
+Q5680823
@@ Property / cites work: Q5680823 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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@@ Property / cites work @@
+Tanaka formula for the fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Q3994848
@@ Property / cites work: Q3994848 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters
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@@ Property / cites work @@
+An extension of the divergence operator for Gaussian processes
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@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+Skorohod integration and stochastic calculus beyond the fractional Brownian scale
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@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
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@@ Property / cites work @@
+Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
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@@ links / mardi / name / links / mardi / name @@
+Publication:3426326