The Calculus of Differentials for the Weak Stratonovich Integral (Q2841778): Difference between revisions

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+A change of variable formula with Itô correction term
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+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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+\(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
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+\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
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+Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)
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+The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
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+Central limit theorems for multiple stochastic integrals and Malliavin calculus
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