Free Access
Issue
ESAIM: PS
Volume 13, January 2009
Page(s) 247 - 260
DOI https://doi.org/10.1051/ps:2008007
Published online 04 July 2009
  1. Ph. Biane and M. Yor, Variation sur une formule de Paul Lévy. Ann. Inst. H. Poincaré 23 (1987) 359–377. [Google Scholar]
  2. C. Borell, On polynomial chaos and integrability. Probab. Math. Statist. 3 (1984) 191–203. [MathSciNet] [Google Scholar]
  3. P. Cheridito and Nualart, D. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter Formula Ann. Inst. H. Poincaré Probab. Statist. 41 (2005) 1049–1081. [Google Scholar]
  4. L. Coutin, An introduction to (stochastic) calculus with respect to fractional Brownian motion, Séminaire de Probabilités XL, Lect. Notes Math. 1899 (2007) 3–65. Springer, Berlin. [Google Scholar]
  5. L. Coutin and Z. Qian, Stochastic analysis, rough path analysis and fractional Brownian motions Probab. Theory Relat. Fields 122 (2002) 108–140. [Google Scholar]
  6. L. Coutin, P. Friz and N. Victoir, Good rough path sequences and applications to anticipating calculus. Ann. Probab. 35 (2007) 1172–1193. [Google Scholar]
  7. L. Decreusefond, Stochastic Integration with respect to Volterra processes. Ann. Inst. H. Poincaré 41 (2005) 123–149. [CrossRef] [MathSciNet] [Google Scholar]
  8. L. Decreusefond and A.S. Üstünel, Stochastic Analysis of the Fractional Brownian Motion. Potential Anal. 10 (1997) 177–214. [Google Scholar]
  9. X.M. Fernique, Régularité des trajectoires des fonctions aléatoires gaussiennes, École d'été de probabilités de Saint-Flour, 1974. Lect. Notes Math. 480 (1974) 1–96. [Google Scholar]
  10. P. Friz and N. Victoir, Approximations of the Brownian rough path with applications to stochastic analysis. Ann. Inst. H. Poincaré 41 (2005) 703–724. [CrossRef] [MathSciNet] [Google Scholar]
  11. A. Lejay, Introduction to Rough Paths, Séminaire de probabilités XXXVII. Lect. Notes Math. 1832 (2003) 1–59. [Google Scholar]
  12. P. Levy, Wiener's random function and other Laplacian random function, Proc. 2 Berkeley Symp. Math. Proba. (1950) 171–186, Univ. of California. [Google Scholar]
  13. T. Lyons, Differential equations driven by rough signals. Rev. Mat. Iberoamericana 14 (1998) 215–310. [CrossRef] [MathSciNet] [Google Scholar]
  14. T. Lyons and Z. Qian, System Control and Rough Paths, Oxford University Press (2002). [Google Scholar]
  15. A. Millet and M. Sanz-Sole, Approximation of rough path of fractional Brownian motion, Seminar on Stochastic Analysis, Random Fields and Application V, Ascona 2005, Progr. Probab. 59. Birkhäuser Verlag (to appear) and arXiv math. PR/0509353. [Google Scholar]
  16. V. Pipiras and M.S. Taqqu, Are classes of deterministic integrands for fractional Brownian motion on interval complete? Bernoulli 7 (2001) 873–897. [CrossRef] [MathSciNet] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.