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An integral functional driven by fractional Brownian motion |
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| Authors: | Xichao Sun Litan Yan Xianye Yu |
| Institution: | 1. Department of Mathematics, College of Science, Bengbu University, 1866 Caoshan Rd., Bengbu 233030, PR China;2. Department of Mathematics, College of Science, Donghua University, 2999 North Renmin Rd., Songjiang, Shanghai 201620, PR China;3. School of Mathematics, Sun Yat-sen University, 135 Xingang Xi Rd., Guangzhou, Guangdong 510275, PR China |
| Abstract: | |
| Keywords: | Corresponding author 60G15 60H05 60H07 Fractional Brownian motion Malliavin calculus Local time Fractional Itô formula Cauchy’s principal value |
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