Stochastic calculus with respect to fractional Brownian motion
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Publication:2458944
DOI10.5802/afst.1113zbMath1255.60058OpenAlexW2314044765MaRDI QIDQ2458944
Publication date: 5 November 2007
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AFST_2006_6_15_1_63_0
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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