Reference : A change of variable formula for the 2D fractional Brownian motion of Hurst index big...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/19281
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
English
Nourdin, Ivan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
2009
Journal of Functional Analysis
Academic Press
256
2304-2320
Yes (verified by ORBilu)
International
0022-1236
1096-0783
http://hdl.handle.net/10993/19281

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