Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H ∈ (0, 1/2)

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

Volumn 41, Issue 6, 2005, Pages 1049-1081

  Cheridito, Patrick ^a   Nualart, David ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Fractional Brownian motion; Malliavin calculus; Stochastic integration; Symmetric integral

Indexed keywords

EID: 26844554101     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.09.004     Document Type: Article

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