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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
DOI
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 :
0091-1798
eISSN :
2168-894X
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Volume :
35
Issue :
5
Pages :
1998-2020
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 23 December 2014

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