cheridito.nualart:05:stochastic¶
BibTeX Entry:
@article{cheridito.nualart:05:stochastic,
author = {Cheridito, Patrick and Nualart, David},
doi = {10.1016/j.anihpb.2004.09.004},
fjournal = {Annales de l'Institut Henri Poincar\'{e}. Probabilit\'{e}s et Statistiques},
issn = {0246-0203},
journal = {Ann. Inst. H. Poincar\'{e} Probab. Statist.},
mrclass = {60G15 (60H05 60H07)},
mrnumber = {2172209},
mrreviewer = {Giovanni Peccati},
number = {6},
pages = {1049--1081},
title = {Stochastic integral of divergence type with respect to fractional {B}rownian motion with {H}urst parameter {$Hin(0,{1\over2})$}},
url = {https://doi.org/10.1016/j.anihpb.2004.09.004},
volume = {41},
year = {2005}
}