Abstract
We introduce the stochastic integration with respect to the infinitedimensional fractional Brownian motion. Using the techniques of the anticipating stochastic calculus, we derive an Itô formula for Hurst parameter bigger than $\frac{1}{2}$.
Citation
Ciprian A. Tudor. "Itô formula for the infinite-dimensional fractional Brownian motion." J. Math. Kyoto Univ. 45 (3) 531 - 546, 2005. https://doi.org/10.1215/kjm/1250281972
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