Lebovits, Joachim; Lévy Véhel, Jacques; Herbin, Erick - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 678-708
Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic integration requires specific developments. Multifractional...