coutin.nualart.ea:01:tanaka¶
BibTeX Entry:
@article{coutin.nualart.ea:01:tanaka,
author = {Coutin, Laure and Nualart, David and Tudor, Ciprian A.},
doi = {10.1016/S0304-4149(01)00085-0},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H05 (60J55)},
mrnumber = {1840834},
mrreviewer = {Jos\'{e} Rafael Le\'{o}n},
number = {2},
pages = {301--315},
title = {Tanaka formula for the fractional {B}rownian motion},
url = {https://doi.org/10.1016/S0304-4149(01)00085-0},
volume = {94},
year = {2001}
}