A new proof of fractional Hu-Meyer formula and its applications

DOI10.1186/1029-242X-2012-272MaRDI QIDQ387928zbMATH OpenWikidataFDO

Authors Baobin Wang, Ting Hu

Publication date 17 December 2013

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionStratonovich integralHu-Meyer formulamollifier approximation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

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Cites work

• Convergence in law to the multiple fractional integral.
• Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
• On a multiple Stratonovich-type integral for some Gaussian processes
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic and multiple Wiener integrals for Gaussian processes

Cited in

(2)

• scientific article; zbMATH DE number 898372 (Why is no real title available?)
• The generalized Hu-Meyer formula for random kernels

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