The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6

Reference : The weak Stratonovich integral with respect to fractional Brownian motion with Hurst ...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19276

Title :	The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Réveillac, Anthony []
	Swanson, Jason []
Publication date :	2010
Journal title :	Electronic Journal of Probability
Publisher :	Institute of Mathematical Statistics
Volume :	15
Pages :	2117-2162
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
e-ISSN :	1083-6489
City :	Beachwood
Country :	OH
Permalink :	http://hdl.handle.net/10993/19276

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Open access	843-2863-1-PB.pdf		Publisher postprint	369.97 kB	View/Open

All documents in ORBi^lu are protected by a user license.