Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator
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Publication:3426326
DOI10.1080/17442500601014912zbMath1116.60023OpenAlexW2106404281MaRDI QIDQ3426326
Ciprian A. Tudor, Frederi G. Viens
Publication date: 8 March 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500601014912
Malliavin calculusBrownian sheetFractional Brownian motionHurst parameterSkorokhod integralGaussian regularity
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