m-order integrals and generalized Itô’s formula ; the case of a fractional brownian motion with any Hurst index
Gradinaru, Mihai ; Nourdin, Ivan ; Russo, Francesco ; Vallois, Pierre
Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005), p. 781-806 / Harvested from Numdam
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@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's formula ; the case of a fractional brownian motion with any Hurst index},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {41},
     year = {2005},
     pages = {781-806},
     doi = {10.1016/j.anihpb.2004.06.002},
     zbl = {1083.60045},
     language = {en},
     url = {http://dml.mathdoc.fr/item/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) pp. 781-806. doi : 10.1016/j.anihpb.2004.06.002. http://gdmltest.u-ga.fr/item/AIHPB_2005__41_4_781_0/

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