Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)

DOI10.1016/j.spa.2005.09.009zbMath1088.60053OpenAlexW2077863315MaRDI QIDQ2490071

Maria Jolis, Xavier Bardina

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.spa.2005.09.009

zbMATH Keywords

Fractional Brownian motionHu-Meyer formulaStratonovich multiple integralItô-type multiple integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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