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"Stochastic Calculus for Fractional Brownian Motion I. Theory."

Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan (2000)

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DOI: 10.1137/S036301299834171X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic Calculus for Fractional Brownian Motion I. Theory. SIAM J. Control. Optim. 38(2): 582-612 (2000)

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