References
- Barton , R.J. and Vincent Poor , H. 1988 . Signal detection in fractional Gaussian noise . IEEE Trans. Inf. Theory , 34 ( 5 ) : 943 – 959 . [CSA]
- Buckdahn , R. and Nualart , D. 1994 . Linear stochastic differential equations and Wick products . Prob. Theory Rel. Fields , 99 : 501 – 526 .
- Dasgupta , A. and Kallianpur , G. 1999 . Multiple fractional integrals . Prob. Theory Rel. Fields , 115 : 505 – 525 . [CROSSREF]
- Decreusefond , L. and Üstunel , A. S. 1999 . Stochastic Analysis with respect to fractional Brownian motion . Pot. Anal. , 10 ( 2 ) : 177 – 214 . [CROSSREF]
- Duncan , T. , Hu , Y. and Pasik-Duncan , B. 2000 . Stochastic calculus for fractional Brownian motion I. Theory . SIAM J. Control Optim. , 38 ( 2 ) : 582 – 612 . [CROSSREF]
- Hu , Y. and Oksendal , B. Fractional white noise calculus and applications to finance. Preprint 1999
- Huang , S.T. and Cambanis , S. 1978 . Stochastic and multiple Wiener integrals for Gaussian processes . Ann. Probab. , 6 : 585 – 614 .
- Ledoux , M. 1990 . “ A note on large deviations for Wiener chaos ” . In Séminaire de Probab. XXIV , Lecture Notes in Math. 1426 1 – 14 . New York , , Singapore : Springer-Verlag .
- León , J. A. and Pérez-Abreu , V. 1993 . “ Strong solutions of stochastic bilinear equations with anticipating drift in the first Wiener chaos ” . In Stochastic Processes: A Festschrift in Honor of Gopinath Kallianpur Edited by: Cambanis , S. , Ghosh , J.K. , Karandikar , R. and Sen , P.K. 235 – 243 . Singapore : Springer-Verlag .
- Mayer-Wolf , E. , Nualart , D. and Pérez-Abreu , V. 1992 . “ Large deviations for multiple Wiener-Itô integral processes ” . In Séminaire de Probab. XXVI , Lecture Notes in Math. 1526 11 – 31 . New York , , Singapore : Springer-Verlag .
- Norros , I. , Valkeila , E. and Virtamo , J. 1999 . An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions . Bernoulli , 5 ( 4 ) : 571 – 587 .
- Nualart , D. 1995 . The Malliavin Calculus and Related Topics Singapore : Springer-Verlag .
- Pérez-Abreu , V. and Tudor , C. 1994 . Large deviations for a class of chaos expansions . J. Theoret. Probab. , 7 ( 4 ) : 757 – 765 .
- Pérez-Abreu , V. and Tudor , C. 2002 . Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals . Bol. Soc. Mex. Matem. , 8 ( 3 ) : 187 – 203 .
- Pipiras , V. and Taqqu , M. S. 2000 . Integration questions related to fractional Brownian motion . Probab. Theory Rel. Fields , 118 ( 2 ) : 251 – 291 . [CROSSREF]
- Pipiras , V. and Taqqu , M. S. 2001 . Are classes of deterministic integrands for fractional Brownian motion on an interval complete? . Bernoulli , 7 ( 6 ) : 873 – 897 .
- Samko , S.G. , Kilbas , A.A. and Marichev , O.I. 1993 . Fractional Integrals and Derivatives Singapore : Gordon and Breach Science .
- Shigekawa , I. 1986 . Derivatives of Wiener functionals and absolute continuity of induced measures . J. Math. Kyoto Univ. , 26 : 263 – 289 .
- Tudor , C. 2002 . On the Wiener integral with respect to the fractional Brownian motion . Bol. Soc. Mex. Matem. , 8 ( 3 ) : 97 – 106 .