m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index
Mihai Gradinaru; Ivan Nourdin; Francesco Russo; Pierre Vallois
Annales de l'I.H.P. Probabilités et statistiques (2005)
- Volume: 41, Issue: 4, page 781-806
- ISSN: 0246-0203
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topGradinaru, Mihai, et al. "m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index." Annales de l'I.H.P. Probabilités et statistiques 41.4 (2005): 781-806. <http://eudml.org/doc/77867>.
@article{Gradinaru2005,
author = {Gradinaru, Mihai, Nourdin, Ivan, Russo, Francesco, Vallois, Pierre},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {4},
pages = {781-806},
publisher = {Elsevier},
title = {m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index},
url = {http://eudml.org/doc/77867},
volume = {41},
year = {2005},
}
TY - JOUR
AU - Gradinaru, Mihai
AU - Nourdin, Ivan
AU - Russo, Francesco
AU - Vallois, Pierre
TI - m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 4
SP - 781
EP - 806
LA - eng
UR - http://eudml.org/doc/77867
ER -
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