Stochastic Analysis of the Fractional Brownian Motion

• 1 January 1999
• journal article
• Published by Springer Nature in Potential Analysis
• Vol. 10  (2) , 177-214
• https://doi.org/10.1023/a:1008634027843

Abstract

Keywords

• FORMULA
• FRACTIONAL BROWNIAN MOTION
• FUNCTIONALS
• SEMI MARTINGALE
• CLARK REPRESENTATION
• ITÔ
• USUAL ITO