Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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Publication:2573629
DOI10.1016/j.anihpb.2004.09.004zbMath1083.60027OpenAlexW2045046809MaRDI QIDQ2573629
David Nualart, Patrick Cheridito
Publication date: 22 November 2005
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_6_1049_0
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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