Multiple fractional integral with Hurst parameter less than 1/2

Stochastic Processes and their Applications

Volumn 116, Issue 3, 2006, Pages 463-479

  Bardina, Xavier ^a   Jolis, Maria ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Fractional Brownian motion; Hu Meyer formula; It type multiple integral; Stratonovich multiple integral

Indexed keywords

BROWNIAN MOVEMENT; PARAMETER ESTIMATION; STOCHASTIC PROGRAMMING;

FRACTIONAL BROWNIAN MOTION; HU-MEYER FORMULA; ITÔ-TYPE MULTIPLE INTEGRAL; STRATONOVICH MULTIPLE INTEGRAL;

INTEGRAL EQUATIONS;

EID: 31344439801     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.09.009     Document Type: Article

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