Stochastic integration with respect to the sub-fractional Brownian motion with
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Publication:419214
DOI10.1016/j.spl.2011.10.002zbMath1239.60041OpenAlexW2075002336MaRDI QIDQ419214
Publication date: 18 May 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.10.002
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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