gradinaru.russo.ea:03:generalized¶
BibTeX Entry:
@article{gradinaru.russo.ea:03:generalized,
author = {Gradinaru, Mihai and Russo, Francesco and Vallois, Pierre},
doi = {10.1214/aop/1068646366},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60H05 (60G15 60G48 60H10 60H20)},
mrnumber = {2016600},
mrreviewer = {Ali S\"{u}leyman \"{U}st\"{u}nel},
number = {4},
pages = {1772--1820},
title = {Generalized covariations, local time and {S}tratonovich {I}t\^{o}'s formula for fractional {B}rownian motion with {H}urst index {$H\ge\frac14$}},
url = {https://doi.org/10.1214/aop/1068646366},
volume = {31},
year = {2003}
}