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Article (Scientific journals)
An Itô's type formula for the fractional Brownian motion in Brownian time
Nourdin, Ivan; Zeineddine, Raghid
2014 • In Electronic Journal of Probability, 19 (99), p. 1-15
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/19264
DOI
10.1214/EJP.v19-3184
 

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Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Zeineddine, Raghid
External co-authors :
yes
Language :
English
Title :
An Itô's type formula for the fractional Brownian motion in Brownian time
Publication date :
2014
Journal title :
Electronic Journal of Probability
ISSN :
1083-6489
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
19
Issue :
99
Pages :
1-15
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014

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