A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4

Reference : A change of variable formula for the 2D fractional Brownian motion of Hurst index big...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19281

Title :	A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Language :	English
Author, co-author :	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2009
Journal title :	Journal of Functional Analysis
Publisher :	Academic Press
Volume :	256
Pages :	2304-2320
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0022-1236
e-ISSN :	1096-0783
Permalink :	http://hdl.handle.net/10993/19281

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