Inner product spaces of integrands associated to subfractional Brownian motion

By Ciprian A. Tudor. 2008

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/64307a0e7c0cefa670a436dcdc9860c52ee61f69

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].”