Stochastic derivatives for fractional diffusions

Darses, Sébastien; Nourdin, Ivan

doi:10.1214/009117906000001169

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Stochastic derivatives for fractional diffusions

Darses, Sébastien; Nourdin, Ivan

2007 • In Annals of Probability, 35 (5), p. 1998-2020

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/19293

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10.1214/009117906000001169

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Disciplines :

Mathematics

Author, co-author :

Darses, Sébastien

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Stochastic derivatives for fractional diffusions

Publication date :

2007

Journal title :

Annals of Probability

ISSN :

2168-894X

Publisher :

Institute of Mathematical Statistics, Beachwood, United States - Ohio

Volume :

Issue :

Pages :

1998-2020

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 23 December 2014

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