duncan.hu.ea:00:stochastic¶
BibTeX Entry:
@article{duncan.hu.ea:00:stochastic,
author = {Duncan, Tyrone E. and Hu, Yaozhong and Pasik-Duncan, Bozenna},
doi = {10.1137/S036301299834171X},
fjournal = {SIAM Journal on Control and Optimization},
issn = {0363-0129},
journal = {SIAM J. Control Optim.},
mrclass = {60H05 (60G15 60G18 60H30)},
mrnumber = {1741154},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
number = {2},
pages = {582--612},
title = {Stochastic calculus for fractional {B}rownian motion. {I}. {T}heory},
url = {https://doi.org/10.1137/S036301299834171X},
volume = {38},
year = {2000}
}