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

Reference : m-order integrals and generalized Itô's formula; the case of a fractional Brownian mo...


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19303

Title :	m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Language :	English
Author, co-author :	Gradinaru, Mihai []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Russo, Francesco []
	Vallois, Pierre []
Publication date :	2005
Journal title :	Annales de l'Institut Henri Poincare (B) Probability & Statistics
Publisher :	Elsevier Science
Volume :	41
Issue/season :	4
Pages :	781-806
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0246-0203
Permalink :	http://hdl.handle.net/10993/19303

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Open access	GNRV.pdf		Author preprint	262.61 kB	View/Open

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