m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Open Access
- 31 August 2005
- journal article
- Published by Elsevier BV in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
- Vol. 41 (4), 781-806
- https://doi.org/10.1016/j.anihpb.2004.06.002