Stochastic calculus for fractional Brownian motion with Hurst exponent H >¼: A rough path method by analytic extension

Published 2009 View Full Article

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Title
Stochastic calculus for fractional Brownian motion with Hurst exponent H >¼: A rough path method by analytic extension
Authors
Keywords
-
Journal
ANNALS OF PROBABILITY
Volume 37, Issue 2, Pages 565-614
Publisher
Institute of Mathematical Statistics
Online
2009-04-30
DOI
10.1214/08-aop413

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