An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter
- 1 March 2003
- journal article
- Published by Elsevier BV in Stochastic Processes and their Applications
- Vol. 104 (1), 81-106
- https://doi.org/10.1016/s0304-4149(02)00212-0
Abstract
No abstract availableKeywords
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