Itô's formula with respect to fractional Brownian motion and its application.
Dai, W. ; Heyde, C.C.
Journal of Applied Mathematics and Stochastic Analysis, Tome 9 (1996), p. 439-448 / Harvested from The Electronic Library of Mathematics
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Publié le : 1996-01-01
DOI : https://doi.org/10.1155/S104895339600038X
EUDML-ID : urn:eudml:doc:47673 
@article{00988082,
     title = {It\^o's formula with respect to fractional Brownian motion and its application.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {9},
     year = {1996},
     pages = {439-448},
     doi = {10.1155/S104895339600038X},
     zbl = {0867.60029},
     language = {en},
     url = {http://dml.mathdoc.fr/item/00988082}
}

Dai, W.; Heyde, C.C. Itô's formula with respect to fractional Brownian motion and its application.. Journal of Applied Mathematics and Stochastic Analysis, Tome 9 (1996) pp. 439-448. doi : 10.1155/S104895339600038X. http://gdmltest.u-ga.fr/item/00988082/