Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)
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Publication:5950098
DOI10.11650/twjm/1500574954zbMath0989.60054MaRDI QIDQ5950098
David Nualart, Elisa Alòs, Jorge A. Leon
Publication date: 29 July 2002
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11650/twjm/1500574954
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