The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6

Nourdin, Ivan; Réveillac, Anthony; Swanson, Jason

doi:10.1214/EJP.v15-843

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Article (Scientific journals)

The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6

Nourdin, Ivan; Réveillac, Anthony; Swanson, Jason

2010 • In Electronic Journal of Probability, 15, p. 2117-2162

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/19276

DOI
10.1214/EJP.v15-843

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Disciplines :

Mathematics

Author, co-author :

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Réveillac, Anthony

Swanson, Jason

Language :

English

Title :

The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6

Publication date :

2010

Journal title :

Electronic Journal of Probability

ISSN :

1083-6489

Publisher :

Institute of Mathematical Statistics, Beachwood, United States - Ohio

Volume :

Pages :

2117-2162

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 23 December 2014

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