On a ogawa–type integral with application to the fractional brownian motion
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Publication:4495503
DOI10.1080/07362990008809688zbMath0981.60055OpenAlexW2060407144MaRDI QIDQ4495503
Publication date: 14 March 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990008809688
Stratonovich integralBesov regularity propertydeterministic Ogawa-type integralstochastic Ogawa integral
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Cites Work
- Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)
- Integration with respect to fractal functions and stochastic calculus. I
- On the relation between the Stratonovich and Ogawa integrals
- Fractional Brownian Motions, Fractional Noises and Applications