An Itô's type formula for the fractional Brownian motion in Brownian time

19 pages

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Additional Info

Field Value
Source ISSN: 1083-6489
Author Nourdin, Ivan, Zeineddine, Raghid
Maintainer CCSD
Last Updated May 7, 2026, 23:45 (UTC)
Created May 7, 2026, 23:45 (UTC)
Identifier hal-00913120
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut Élie Cartan de Lorraine (IECL) ; Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)
creator Nourdin, Ivan
date 2014-05-07T00:00:00
harvest_object_id a6028914-8de0-4082-82bf-0b69b71a4825
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-11-04T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1312.0818
set_spec type:ART