A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
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Publication:1017711
DOI10.1016/j.jfa.2008.10.005zbMath1162.60010arXiv0806.2248MaRDI QIDQ1017711
Publication date: 12 May 2009
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.2248
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