Stochastic integration with respect to Gaussian processes. (Q1608703): Difference between revisions

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+Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)
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+Stochastic calculus with respect to Gaussian processes
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+Identification d’un processus gaussien multifractionnaire avec des ruptures sur la fonction d’échelle
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+Regularity properties of some stochastic Volterra integrals with singular kernel
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+Stochastic analysis of the fractional Brownian motion
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+On fractional Brownian processes
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+Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
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+Differential equations driven by rough signals
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+On the relation between the Stratonovich and Ogawa integrals
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+Integration with respect to fractal functions and stochastic calculus. I
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