Article (Scientific journals)
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Nourdin, Ivan
2009In Journal of Functional Analysis, 256, p. 2304-2320
Peer Reviewed verified by ORBi
 

Files


Full Text
0806.2248v2.pdf
Author preprint (275.21 kB)
Download

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Mathematics
Author, co-author :
Nourdin, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Publication date :
2009
Journal title :
Journal of Functional Analysis
ISSN :
1096-0783
Publisher :
Academic Press
Volume :
256
Pages :
2304-2320
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014

Statistics


Number of views
55 (2 by Unilu)
Number of downloads
65 (1 by Unilu)

Scopus citations®
 
7
Scopus citations®
without self-citations
4
OpenCitations
 
6
WoS citations
 
6

Bibliography


Similar publications



Contact ORBilu