An Itô type formula for the fractional Brownian motion in Brownian time
type: Item
instance of: scholarly article
title: An Itô type formula for the fractional Brownian motion in Brownian time
zbMATH Open document ID: 1307.60041
author: Ivan Nourdin
author: Raghid Zeineddine
published in: Electronic Journal of Probability
publication date: 2015-02-03T00:00:00Z
full work available at URL: https://arxiv.org/abs/1312.0818
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6394955
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Itō type formula
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
arXiv ID: 1312.0818
DOI: 10.1214/EJP.V19-3184
description: scientific article