About this Mathematics article
Generalized Covariations, Local Time and Stratonovich Itô's Formula for Fractional Brownian Motion with Hurst Index H ≥ 1/4 by Mihai Gradinaru, Francesco Russo and Pierre Vallois is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Mihai Gradinaru, Francesco Russo and Pierre Vallois
- Publisher
- Institute of Mathematical Statistics (ISSN 0091-1798)
- Published
- 2003
- Field
- Mathematics (Physical Sciences)