Intégrale stochastique pour le mouvement brownien fractionnaire

DOI10.1016/S0764-4442(00)00134-8zbMath0951.60042OpenAlexW2024719435MaRDI QIDQ4950767

Philippe Carmona, Laure Coutin

Publication date: 13 December 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)00134-8

zbMATH Keywords

Gaussian processesMalliavin calculusstochastic integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) General theory of stochastic processes (60G07) Stochastic integrals (60H05) (L^p)-limit theorems (60F25)

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