Besov Regularity of Stochastic Integrals with Respect to the Fractional Brownian Motion with Parameter H > 1/2

Journal of Theoretical Probability

Volumn 16, Issue 2, 2003, Pages 451-470

  Nualart, David ^a   Ouknine, Youssef ^b  

^a UNIVERSITY OF BARCELONA   (Spain)

^b FACULTÉ DES SCIENCES SEMLALIA   (Morocco)

Author keywords

Fractional Brownian motion; Malliavin calculus; Stochastic integrals

Indexed keywords

EID: 0038703505     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1023530929480     Document Type: Article

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