Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than 1/2
DOI10.3150/20-BEJ1202zbMATH Open1464.60054OpenAlexW3020747535MaRDI QIDQ2175010FDOQ2175010
Publication date: 27 April 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1587974547
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Cited In (7)
- A note on multiple fractional Stratonovich type integral
- Stratonovich Calculus with Respect to Fractional Brownian Sheet
- Title not available (Why is that?)
- Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes
- Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
- Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
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