Stochastic analysis of fractional brownian motions

This publication has 9 references indexed in Scilit:

• Probability in Banach Spaces
  Published by Springer Nature ,1991
• Stochastic Integration and Differential Equations
  Published by Springer Nature ,1990
• On the spectrum of fractional Brownian motions
  IEEE Transactions on Information Theory, 1989
• Brownian Motion and Stochastic Calculus
  Published by Springer Nature ,1988
• Interchanging the order of differentiation and stochastic integration
  Stochastic Processes and their Applications, 1984
• Stochastic Integration and $L^p$-Theory of Semimartingales
  The Annals of Probability, 1981
• Weak convergence to fractional brownian motion and to the rosenblatt process
  Probability Theory and Related Fields, 1975
• Stochastic integral of $L_{2}$-functions with respect to Gaussian processes
  Tohoku Mathematical Journal, 1975
• Fractional Brownian Motions, Fractional Noises and Applications
  SIAM Review, 1968