@prefix dcat: <http://www.w3.org/ns/dcat#> .
@prefix dct: <http://purl.org/dc/terms/> .
@prefix foaf: <http://xmlns.com/foaf/0.1/> .
@prefix vcard: <http://www.w3.org/2006/vcard/ns#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

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              Given an integer m, a probability measure ν on [0,1], a process X and a real function g, we define the m-order ν-integral having as integrator X and as integrand g(X). In the case of the fractional Brownian motion B, for any locally bounded function g, the corresponding integral vanishes for all odd indices m>1/2H and any symmetric ν. One consequence is an Itô–Stratonovich type expansion for the fractional Brownian motion with arbitrary Hurst index 01/6.
            """ ;
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    dct:title "m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index" ;
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    dct:title "m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index" ;
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