alos.mazet.ea:00:stochastic¶
BibTeX Entry:
@article{alos.mazet.ea:00:stochastic,
author = {Al\`os, Elisa and Mazet, Olivier and Nualart, David},
doi = {10.1016/S0304-4149(99)00089-7},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H05},
mrnumber = {1741199},
mrreviewer = {Laurent Decreusefond},
number = {1},
pages = {121--139},
title = {Stochastic calculus with respect to fractional {B}rownian motion with {H}urst parameter lesser than {$\frac 12$}},
url = {https://doi.org/10.1016/S0304-4149(99)00089-7},
volume = {86},
year = {2000}
}