Reference : An Itô's type formula for the fractional Brownian motion in Brownian time
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19264
An Itô's type formula for the fractional Brownian motion in Brownian time
English
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Zeineddine, Raghid []
2014
Electronic Journal of Probability
Institute of Mathematical Statistics
19
99
1-15
Yes (verified by ORBilu)
International
1083-6489
Beachwood
OH
http://hdl.handle.net/10993/19264

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