Some properties of the sub-fractional Brownian motion

By Ciprian A. Tudor. 2007

143 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3e3fcb0e0da683170bf09b29674c105c033b919d

Citations in the corpus

• Itô's formula for a sub-fractional Brownian motion (2011, unknown): “Some surveys and complete literatures could be found in Alòs et al [1], Nualart [20] and Tudor [27].”