Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator

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Publication:3426326


DOI10.1080/17442500601014912zbMath1116.60023MaRDI QIDQ3426326

Ciprian A. Tudor, Frederi G. Viens

Publication date: 8 March 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500601014912


60G15: Gaussian processes

60H05: Stochastic integrals

60G18: Self-similar stochastic processes


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