STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2

Autor: Alòs, E., León, J. A., Nualart, D.
Zdroj: Taiwanese Journal of Mathematics, 2001 Sep 01. 5(3), 609-632.
Databáze: JSTOR Journals