Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2

Stochastic Processes and their Applications

Volumn 86, Issue 1, 2000, Pages 121-139

  Alòs, Elisa ^a   Mazet, Olivier ^b   Nualart, David ^b  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000338690     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00089-7     Document Type: Article

References (15)

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