Stochastic integration with respect to fractional Brownian motion

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 39, Issue 1, 2003, Pages 27-68

  Carmona, Philippe ^a   Coutin, Laure ^a   Montseny, Gérard ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b CNRS LAAS   (France)

Author keywords

Fractional integration; Gaussian processes; Malliavin calculus; Stochastic integrals

Indexed keywords

EID: 0037270163     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(02)01111-1     Document Type: Article

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