@article{AIHPB_2005__41_4_781_0,
author = {Gradinaru, Mihai and Nourdin, Ivan and Russo, Francesco and Vallois, Pierre},
title = {$m$-order integrals and generalized {It\^o{\textquoteright}s} formula ; the case of a fractional brownian motion with any {Hurst} index},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {781--806},
year = {2005},
publisher = {Elsevier},
volume = {41},
number = {4},
doi = {10.1016/j.anihpb.2004.06.002},
zbl = {1083.60045},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.anihpb.2004.06.002/}
}
TY - JOUR AU - Gradinaru, Mihai AU - Nourdin, Ivan AU - Russo, Francesco AU - Vallois, Pierre TI - $m$-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 781 EP - 806 VL - 41 IS - 4 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.anihpb.2004.06.002/ DO - 10.1016/j.anihpb.2004.06.002 LA - en ID - AIHPB_2005__41_4_781_0 ER -
%0 Journal Article %A Gradinaru, Mihai %A Nourdin, Ivan %A Russo, Francesco %A Vallois, Pierre %T $m$-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 781-806 %V 41 %N 4 %I Elsevier %U https://www.numdam.org/articles/10.1016/j.anihpb.2004.06.002/ %R 10.1016/j.anihpb.2004.06.002 %G en %F AIHPB_2005__41_4_781_0
Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre. $m$-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 4, pp. 781-806. doi: 10.1016/j.anihpb.2004.06.002
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