Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator

Author: Tudor Ciprian A.   Viens Frederi G.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.78, Iss.6, 2006-12, pp. : 443-462

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Abstract