The Bouleau–Yor identity for a bi-fractional Brownian motion

Author: Yan Litan   Gao Bo   Liu Junfeng  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.3, 2014-05, pp. : 382-414

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