Tanaka formula for the fractional Brownian motion.
From MaRDI portal
Publication:1888781
DOI10.1016/S0304-4149(01)00085-0zbMath1053.60055OpenAlexW2013983475MaRDI QIDQ1888781
David Nualart, A. Tudor Ciprian, Laure Coutin
Publication date: 26 November 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00085-0
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