Skorohod integration and stochastic calculus beyond the fractional Brownian scale
Work
Year: 2004
Type: article
Source: Journal of Functional Analysis
Authors Oana Mocioalca, Frédéri Viens
Institution Purdue University West Lafayette
Cites: 25
Cited by: 52
Related to: 10
FWCI: 2.74
Citation percentile (by year/subfield): 92.13
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze