@article{AIHPB_2005__41_6_1049_0, author = {Cheridito, Patrick and Nualart, David}, title = {Stochastic integral of divergence type with respect to fractional brownian motion with {Hurst} parameter $H\in (0,\frac{1}{2})$}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {1049--1081}, publisher = {Elsevier}, volume = {41}, number = {6}, year = {2005}, doi = {10.1016/j.anihpb.2004.09.004}, mrnumber = {2172209}, zbl = {1083.60027}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2004.09.004/} }
TY - JOUR AU - Cheridito, Patrick AU - Nualart, David TI - Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter $H\in (0,\frac{1}{2})$ JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2005 SP - 1049 EP - 1081 VL - 41 IS - 6 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.anihpb.2004.09.004/ DO - 10.1016/j.anihpb.2004.09.004 LA - en ID - AIHPB_2005__41_6_1049_0 ER -
%0 Journal Article %A Cheridito, Patrick %A Nualart, David %T Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter $H\in (0,\frac{1}{2})$ %J Annales de l'I.H.P. Probabilités et statistiques %D 2005 %P 1049-1081 %V 41 %N 6 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.anihpb.2004.09.004/ %R 10.1016/j.anihpb.2004.09.004 %G en %F AIHPB_2005__41_6_1049_0
Cheridito, Patrick; Nualart, David. Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter $H\in (0,\frac{1}{2})$. Annales de l'I.H.P. Probabilités et statistiques, Tome 41 (2005) no. 6, pp. 1049-1081. doi : 10.1016/j.anihpb.2004.09.004. http://archive.numdam.org/articles/10.1016/j.anihpb.2004.09.004/
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