Integral transformations and anticipative calculus for fractional brownian motions

Memoirs of the American Mathematical Society

Volumn 175, Issue 825, 2005, Pages

  Hu, Yaozhong ^a  

^a NONE

Author keywords

Approximation; Clark derivative; Fractional Brownian motion; Integration by parts formula; Integro differential transformation; It formula; L p estimate; Meyer's inequality; Probability structure preserving; Stochastic integral

Indexed keywords

EID: 18144416186     PISSN: 00659266     EISSN: None     Source Type: Journal    
DOI: 10.1090/memo/0825     Document Type: Article

References (116)

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