Multidimensional bifractional Brownian motion: Ito and Tanaka formulas

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dc.creatorTudor, Ciprian
dc.creatorEs-Sebaiy, Khalifa
dc.date2007-03-03
dc.date.accessioned2026-07-07T07:50:10Z
dc.date.available2026-07-07T07:50:10Z
dc.descriptionUsing the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive Itô's and Tanaka's formulas for the $d$-dimensional bifractional Brownian motion.
dc.identifierhttps://arxiv.org/abs/math/0703087
dc.identifierhttp://arxiv.org/abs/math/0703087
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/125076
dc.subjectProbability
dc.titleMultidimensional bifractional Brownian motion: Ito and Tanaka formulas
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