An S-transform approach to integration with respect to a fractional Brownian motion

Bernoulli

Volumn 9, Issue 6, 2003, Pages 955-983

  Bender, Christian ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

Change of measure; Fractional Brownian motion; Fractional Girsanov theorem; Fractional It integral; S transform

Indexed keywords

EID: 11244325403     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1072215197     Document Type: Article

References (20)

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