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Stochastic integration with respect to the fractional Brownian motion |
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| Authors: | Elisa Alòs David Nualart |
| Affiliation: | 1. Department d'Economia i Empresa , Universitat Pompeu Fabra , c/Ramón Trias Fargas, 08005, Barcelona, Spain;2. Facultat de Matemàtiques , Universitat de Barcelona , Gran Via, 585, 08007, Barcelona, Spain |
| Abstract: | |
| Keywords: | Fractional Brownian motion Stochastic integral Malliavin calculus Maximal inequalities Itô's formula 60H05 60H07 |