Title of article
An Isometric Approach to Generalized Stochastic Integrals
Author/Authors
Yulia Mishura، نويسنده , , Esko Valkeila، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
-672
From page
673
To page
0
Abstract
The possibility to extend the classical Itoʹʹs construction of stochastic integrals is studied. This construction can be applied to fractional Brownian motions with Hurst index H (element of) (0, 1/2). A change of variables formula for fractional Brownian motions in terms of the stochastic integrals is given.
Keywords
fractional Brownian motions , stochastic integration
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2000
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108265
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