2008 | OriginalPaper | Buchkapitel
A useful summary
Erschienen in: Stochastic Calculus for Fractional Brownian Motion and Applications
Verlag: Springer London
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In Chapters 2 to 5 we have presented several ways of introducing a stochastic calculus with respect to the
fBm
. We have already underlined the relations among these different approaches, but in our opinion it is convenient to provide here a comprehensive summary, including a further investigation of their analogies and differences.
Moreover, in this chapter we present a general overview of the Itô formulas for the different definitions of stochastic integral for
fBm
together with an investigation of their relations.