The fBm Itô's formula through analytic continuation (Q1858643)

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The fBm Itô's formula through analytic continuation
scientific article

    Statements

    title
    The fBm Itô's formula through analytic continuation (English)
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    author
    Denis Feyel
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    Arnaud De La Pradelle
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    publication date
    13 February 2003
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    zbMATH Keywords
    Wiener space
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    Sobolev space
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    stochastic integral
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    fractional Brownian motion
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    Itô's formula
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    Identifiers

    DOI
    10.1214/EJP.v6-99
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    zbMATH DE Number
    1868579
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