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Reference : A change of variable formula for the 2D fractional Brownian motion of Hurst index big... |
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| | Scientific journals : Article | |
| | Physical, chemical, mathematical & earth Sciences : Mathematics
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| | http://hdl.handle.net/10993/19281 | |
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| A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 |
| English |
| Nourdin, Ivan [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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