An \(S\)-transform approach to integration with respect to a fractional Brownian motion
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Publication:1431525
DOI10.3150/bj/1072215197zbMath1047.60049MaRDI QIDQ1431525
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1072215197
fractional Brownian motion; change of measure; \(S\)-transform; fractional Girsanov theorem; fractional Itô integral
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