The FBM Ito's formula through analytic continuation

Electronic Journal of Probability

Volumn 6, Issue , 2001, Pages 1-22

  Feyel, Denis ^a   De La Pradelle, Arnaud ^b  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Fractional Brownian Motion; It 's formula; Sobolev space; Stochastic integral; Wiener space

Indexed keywords

EID: 10644280652     PISSN: 10836489     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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