An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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Publication:2574549
DOI10.1016/S0304-4149(02)00212-0zbMath1075.60530MaRDI QIDQ2574549
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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