An Itô type formula for the fractional Brownian motion in Brownian time
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Publication:2514291
DOI10.1214/EJP.v19-3184zbMath1307.60041arXiv1312.0818MaRDI QIDQ2514291
Ivan Nourdin, Raghid Zeineddine
Publication date: 3 February 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.0818
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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