The law of a stochastic integral with two independent fractional Brownian motions

zbMath1173.60324MaRDI QIDQ1012428

Ciprian A. Tudor, Xavier Bardina

Publication date: 21 April 2009

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

dualitydirect limitconvergence groupinverse limitnuclear topological group

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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