1 |
P. E. Protter, Stochastic Integration and Differential Equations, Springer-Verlag, Berlin, 2005.
|
2 |
F. Russo and C. A. Tudor, On bifractional Brownian motion, Stochastic Process. Appl. 116 (2006), no. 5, 830-856.
DOI
ScienceOn
|
3 |
C. A. Tudor and Y. Xiao, Sample path properties of bifractional Brownian motion, Bernoulli 13 (2007), no. 4, 1023-1052.
DOI
ScienceOn
|
4 |
L. Yan, J. Liu, and G. Jing, Quadratic covariation and Ito formula for a bifractional Brownian motion, preprint (2008).
|
5 |
M. Yor, Remarques sur une formule de Paul Levy, pp. 343-346, Lecture Notes in Math., 784, Springer, Berlin, 1980.
DOI
|
6 |
F. Biagini, Y. Hu, B. Oksendal, and T. Zhang, Stochastic Calculus for Fractional Brow- nian Motion and Applications, Springer-Verlag London, Ltd., London, 2008.
|
7 |
P. Caithamer, Decoupled double stochastic fractional integrals, Stochastics 77 (2005), no. 3, 205-210.
DOI
|
8 |
K. Es-Sebaiy and C. A. Tudor, Multidimensional bifractional Brownian motion: Ito and Tanaka formulas, Stoch. Dyn. 7 (2007), no. 3, 365-388.
DOI
ScienceOn
|
9 |
I. Kruk, F. Russo, and C. A. Tudor, Wiener integrals, Malliavin calculus and covariance measure structure, J. Funct. Anal. 249 (2007), no. 1, 92-142.
DOI
ScienceOn
|
10 |
C. Houdre and J. Villa, An example of infinite dimensional quasi-helix, Stochastic models (Mexico City, 2002), 195-201, Contemp. Math., 336, Amer. Math. Soc., Providence, RI, 2003.
DOI
|
11 |
Y. Hu, Integral transformations and anticipative calculus for fractional Brownian motions, Mem. Amer. Math. Soc. 175 (2005), no. 825, viii+127 pp.
|
12 |
R. Klein and E. Gine, On quadratic variation of processes with Gaussian increments, Ann. Probab. 3 (1975), no. 4, 716-721.
DOI
ScienceOn
|
13 |
P. Lei and D. Nualart, A decomposition of the bifractional Brownian motion and some applications, Statist. Probab. Lett. 79 (2009), no. 5, 619-624.
DOI
ScienceOn
|
14 |
R. Berthuet, Loi du logharitme itere pour cetaines integrales stochastiques, Ann. Sci. Univ. Clermont-Ferrand Math. 69 (1981), 9-18.
|
15 |
P. Levy, Wiener's random function, and other Laplacian random functions, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, pp. 171-187. University of California Press, Berkeley and Los Angeles, 1951.
|
16 |
Y. Mishura, Stochastic Calculus for Fractional Brownian Motion and Related Processes, Lecture Notes in Mathematics, 1929. Springer-Verlag, Berlin, 2008.
|
17 |
D. Nualart, Malliavin Calculus and Related Topics, 2nd edition Springer, New York, 2006.
|
18 |
E. Alos, O. Mazet, and D. Nualart, Stochastic calculus with respect to Gaussian pro- cesses, Ann. Probab. 29 (2001), no. 2, 766-801.
DOI
ScienceOn
|
19 |
X. Bardina and C. A. Tudor, The law of a stochastic integral with two independent fractional Brownian motions, Bol. Soc. Mat. Mexicana (3) 13 (2007), no. 1, 231-242.
|