m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre

doi:10.1016/j.anihpb.2004.06.002

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Article (Scientific journals)

m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco et al.

2005 • In Annales de l'Institut Henri Poincare (B) Probability & Statistics, 41 (4), p. 781-806

Peer reviewed

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https://hdl.handle.net/10993/19303

DOI
10.1016/j.anihpb.2004.06.002

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Disciplines :

Mathematics

Author, co-author :

Gradinaru, Mihai

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

Russo, Francesco

Vallois, Pierre

Language :

English

Title :

m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index

Publication date :

2005

Journal title :

Annales de l'Institut Henri Poincare (B) Probability & Statistics

ISSN :

0246-0203

Publisher :

Elsevier Science

Volume :

Issue :

Pages :

781-806

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 24 December 2014

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