Biagini, Francesca
ORCID: https://orcid.org/0000-0001-9801-5259 and Øksendal, Bernt
(2008):
Forward integrals and an Itô formula for fractional Brownian motion.
In: Infinite Dimensional Analysis, Quantum Probability and Related Topics, Vol. 11, No. 02: pp. 157-177
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Mathematics > Workgroup Financial Mathematics |
| Subjects: | 500 Science > 510 Mathematics |
| ISSN: | 0219-0257 |
| Language: | English |
| Item ID: | 109894 |
| Date Deposited: | 25. Mar 2024, 13:42 |
| Last Modified: | 25. Mar 2024, 13:42 |
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