2009/75/3-4 (2) — DOI: 10.5486/PMD.2009.4341 — pp. 327-338
Full Text Abstract

Multiple fractional integrals through Gamma-mixed Ornstein—Uhlenbeck process

Authors: Constantin Tudor and Maria Tudor

Keywords: fractional Brownian motion, multiple Stratonovich integral, multiple Wiener-Ito integral, trace of a function, square mean approximation

Mathematics Subject Classification: 60H05