Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2

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Publication:1411879

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DOI10.1016/S0304-4149(99)00089-7zbMath1028.60047MaRDI QIDQ1411879

Elisa Alòs, Olivier Mazet, David Nualart

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motion stochastic calculus

Mathematics Subject Classification ID

Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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