Stochastic calculus for fractional Brownian motion. I. Theory

Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan. Stochastic calculus for fractional Brownian motion. I. Theory. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 212-216, IEEE, 2000. [doi]

Abstract

Abstract is missing.