An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach
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Publication:952826
DOI10.1016/j.spa.2007.11.002zbMath1159.60018OpenAlexW2052689026MaRDI QIDQ952826
David Nualart, Salvador Ortiz-Latorre
Publication date: 14 November 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.11.002
Gaussian processesFractional Brownian motionItô-Stratonovich formulaMalliavin calculus, Riemann sums approach
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Cites Work
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