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

DOI10.1186/1029-242X-2012-272zbMATH Open1283.60072WikidataQ59290495 ScholiaQ59290495MaRDI QIDQ387928FDOQ387928

Authors: Baobin Wang, Ting Hu 

Publication date: 17 December 2013

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

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zbMATH Keywords

fractional Brownian motionStratonovich integralHu-Meyer formulamollifier approximation

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

• Title not available (Why is that?)
• The generalized Hu-Meyer formula for random kernels

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