An isometric approach to generalized stochastic integrals
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Publication:1592269
DOI10.1023/A:1007854310936zbMATH Open0965.60054OpenAlexW64426019MaRDI QIDQ1592269FDOQ1592269
Authors: Esko Valkeila, Yuliya S. Mishura 
Publication date: 25 July 2001
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1007854310936
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- STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE
- An isometry formula for a new stochastic integral
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- About one construction of stochastic integral
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).
- On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion
- Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst indexH>1/2
- A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
- A generalization of the Wick-Itô stochastic integral
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