Stochastic integration with respect to fractional Brownian motion
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Publication:1868111
DOI10.1016/S0246-0203(02)01111-1zbMath1016.60043OpenAlexW1987418661MaRDI QIDQ1868111
G. Montseny, Laure Coutin, Philippe Carmona
Publication date: 27 April 2003
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_1_27_0
Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)
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