The fBm Itô's formula through analytic continuation.

Feyel, D., and de La Pradelle, A.. "The fBm Itô's formula through analytic continuation.." Electronic Journal of Probability [electronic only] 6 (2001): Paper No. 26, 22 p., electronic only-Paper No. 26, 22 p., electronic only. <http://eudml.org/doc/122491>.

@article{Feyel2001,
author = {Feyel, D., de La Pradelle, A.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Wiener space; Sobolev space; stochastic integral; fractional Brownian motion; Itô's formula; Itô’s formula},
language = {eng},
pages = {Paper No. 26, 22 p., electronic only-Paper No. 26, 22 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {The fBm Itô's formula through analytic continuation.},
url = {http://eudml.org/doc/122491},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Feyel, D.
AU - de La Pradelle, A.
TI - The fBm Itô's formula through analytic continuation.
JO - Electronic Journal of Probability [electronic only]
PY - 2001
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 6
SP - Paper No. 26, 22 p., electronic only
EP - Paper No. 26, 22 p., electronic only
LA - eng
KW - Wiener space; Sobolev space; stochastic integral; fractional Brownian motion; Itô's formula; Itô’s formula
UR - http://eudml.org/doc/122491
ER -