# The fBm Itô's formula through analytic continuation.

Electronic Journal of Probability [electronic only] (2001)

- Volume: 6, page Paper No. 26, 22 p., electronic only-Paper No. 26, 22 p., electronic only
- ISSN: 1083-589X

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topFeyel, 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 -

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