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We develop a stochastic calculus for the fractional Brownian motion with Hurst parameter H > 1/2 using the techniques of the Malliavin calculus. We establish estimates in L p , maximal inequalities and a continuity criterion for the stochastic integral. Finally, we derive an Itô's formula for integral processes.
Supported by the DGES grant No. BFM2000-0598 and by the INTAS grant No. 991-16.
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