MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND...

Stochastics and Dynamics 2007 / 09 Vol. 7; Iss. 3

MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS

ES-SEBAIY, KHALIFA, TUDOR, CIPRIAN A.
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Volume:
7
Language:
english
Journal:
Stochastics and Dynamics
DOI:
10.1142/S0219493707002050
Date:
September, 2007
File:
PDF, 299 KB
english, 2007
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