Ito formula for the infinite dimensional fractional Brownian motion
Tudor, Ciprian,
HAL, hal-00130666 / Harvested from HAL
Text on HAL
We introduce the stochastic integration with respect to the infinite-dimensional fractional Brownian motion. Using the techniques of the anticipating stochastic calculus, we derive an Itô formula for Hurst parameter bigger than $\frac{1}{2}$.
Publié le : 2005-11-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00130666,
     author = {Tudor, Ciprian, },
     title = {Ito formula for the infinite dimensional fractional Brownian motion},
     journal = {HAL},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00130666}
}

Tudor, Ciprian, . Ito formula for the infinite dimensional fractional Brownian motion. HAL, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/hal-00130666/