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by L. Decreusefond
Proceedings of the 7-th Workshop on Stochastic Analysis and Related Fields
http://www.res.enst.fr/~decreuse/recherche/strato.ps
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Abstract:
Abstract. We give a fairly complete survey of the stochastic integration with respect to the fractional Brownian motion. Besides, we show that a Skohorod-Stratonovitch type integral can be constructed for any value of the Hurst parameter H and that it coincides with the integral dened as limit of Riemann sums. 1.
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