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    STUDIA MATHEMATICA - Issue no. 2 / 2011  
         
  Article:   A Q-FRACTIONAL VERSION OF ITÔ’S FORMULA.

Authors:  .
 
       
         
  Abstract:  

In this paper we consider a white noise calculus for fractional Brownian motion with values in a separable Hilbert space, whereby the covariance operator Q is a kernel operator (Q-fractional Brownian motion). We prove a Q-fractional version of the Itô’s formula.

Mathematics Subject Classification (2010): 60H15, 60H40.

Keywords: Q-fractional Itô formula.

 
         
     
         
         
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