scientific article; zbMATH DE number 860010

MaRDI QIDQ4870779zbMATH OpenFDO

Authors A. S. Üstünel, Laurent Decreusefond

Publication date 8 September 1996

zbMATH Keywords

Gaussian processfractional Brownian motionItô-type formula

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited in

(7)

• A frequency domain approach to some results on fractional Brownian motion
• The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes
• An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion
• Some aspects of stochastic calculus for the sub-fractional Brownian motion
• Limit theorems for logarithmic averages of fractional Brownian motions
• Stochastic calculus for fractional Brownian motion and related processes.
• scientific article; zbMATH DE number 7132253 (Why is no real title available?)

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