A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4
Work
Year: 2008
Type: article
Source: Journal of Functional Analysis
Author Ivan Nourdin
Cites: 19
Cited by: 12
Related to: 10
FWCI: 1.145
Citation percentile (by year/subfield): 81.82
Subfield: Finance
Domain: Social Sciences
Open Access status: green