Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than

Elisa Alòs, Olivier Mazet and David Nualart

Stochastic Processes and their Applications, 2000, vol. 86, issue 1, 121-139

Abstract: In this paper we introduce a stochastic integral with respect to the process where 0

Date: 2000
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