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<HR NOSHADE SIZE="1"><STRONG>1 849 177</STRONG>
<A HREF="/msnmain?fn=105&fmt=doc&r=1&pg1=MR"></A>
 <A HREF="/msnmain?fn=705&pg1=CODE&op1=OR&s1=60H05,(60H07)">60H05 (60H07)</A>
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<A HREF="/msnmain?fn=130&fmt=hl&pg1=IID&s1=627287&v1=Al%5C%60os%2C%20Elisa">Al&ograve;s, Elisa</A><A HREF="/msnmain?fn=505&pg1=CODE&s1=E_BARA&v1=E-BARA">(E-BARA)</A>; <A HREF="/msnmain?fn=130&fmt=hl&pg1=IID&s1=603593&v1=Mazet%2C%20Olivier">Mazet, Olivier</A><A HREF="/msnmain?fn=505&pg1=CODE&s1=E_BARUM&v1=E-BARUM">(E-BARUM)</A>; <A HREF="/msnmain?fn=130&fmt=hl&pg1=IID&s1=87336&v1=Nualart%2C%20David">Nualart, David</A><A HREF="/msnmain?fn=505&pg1=CODE&s1=E_BARUM&v1=E-BARUM">(E-BARUM)</A>
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<strong> Stochastic calculus with respect to Gaussian processes.
</strong> <STRONG>(English. English summary)</STRONG>
 
<BR>
<A HREF="/msnmain?fn=305&pg1=CN&s1=Ann_Probab&v1=Ann%2E%20Probab%2E"> <EM>Ann. Probab.</EM></A> <STRONG> 29 </STRONG> (2001), <A HREF="/msnmain?fn=130&pg1=ISSI&s1=194300&v1=The%20Annals%20of%20Probability%20%5B%2029%20%282001%29%2C%20no%2E%202%5D"> no. 2,</A> 766--801. <BR CLEAR=RIGHT>
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<center><strong> [References] </strong></center><br>
<OL>
<li> Al&ograve;s, E. and Nualart, D. (1998). An extension of It&ocirc;'s formula for anticipating processes. <em>J. Theoret. Probab.</em> <strong>11</strong> 493--514. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=99k%3A60137&loc=fromreflist">MR 99k:60137 </A><li> Al&ograve;s, E., Mazet, O. and Nualart, D. (2000). Stochastic calculus with respect to fractional Brownian motion with Hurst parameter less than $\frac{1}{2}$. <em>Stochastic Process. Appl.</em> <strong>86</strong> 121--139. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2000m%3A60059&loc=fromreflist">MR 2000m:60059 </A><li> Carmona, P. and Coutin, L. (1998). Stochastic integration with respect to fractional Brownian motion. Preprint. <li> Comte, F. and Renault, E. (1996). Long memory continuous time models. <em>J. Econometrics</em> <strong>73</strong> 101--149. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=97k%3A62187&loc=fromreflist">MR 97k:62187 </A><li> Dai, W. and Heyde, C. C. (1996). It&ocirc;'s formula with respect to fractional Brownian motion and its application. <em>J. Appl. Math. Stochastic Anal.</em> <strong>9</strong> 439--448. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=98f%3A60104&loc=fromreflist">MR 98f:60104 </A><li> Decreusefond, L. and &Uuml;st&uuml;nel, A. S. (1998). Stochastic analysis of the fractional Brownian motion. <em>Potential Anal.</em> <strong>10</strong> 177--214. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2000b%3A60133&loc=fromreflist">MR 2000b:60133 </A><li> Decreusefond, L. and &Uuml;st&uuml;nel, A. S. (1998). Fractional Brownian motion: theory and applications. <em>ESAIM: Proceedings</em> <strong>5</strong> 75--86. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=99m%3A60082&loc=fromreflist">MR 99m:60082 </A><li> Duncan, T. E., Hu, Y. and Pasik-Duncan, B. (1998). Stochastic calculus for fractional Brownian motion. I. Theory. Preprint. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2001g%3A60129&loc=fromreflist">cf. MR 2001g:60129 </A><li> Feyel, D. and de la Pradelle, A. (1996). Fractional integrals and Brownian processes. <em>Potential Anal.</em> <strong>10</strong> 273--288. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2000j%3A60051&loc=fromreflist">MR 2000j:60051 </A><li> Gaveau, B. and Trauber, P. (1982). L'int&eacute;grale stochastic comme op&eacute;rateur de divergence dans l'espace fonctionnel. <em>J. Funct. Anal.</em> <strong>46</strong> 230--238. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=83j%3A60057&loc=fromreflist">MR 83j:60057 </A><li> Hu, Y. and &Oslash;ksendal, B. (1999). Fractional white noise calculus and applications to finance. Preprint. <li> Kleptsyna, M. L., Kloeden, P. E. and Anh, V. V. (1998). Existence and uniqueness theorems for stochastic differential equations with fractal Brownian motion. <em>Problemy Peredachi Informatsii</em> <strong>34</strong> 54--56. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2001k%3A60079&loc=fromreflist">MR 2001k:60079 </A><li> Lin, S. J. (1995). Stochastic analysis of fractional Brownian motions. <em>Stochastics Stochastics Rep.</em> <strong>55</strong> 121--140. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=97j%3A60095&loc=fromreflist">MR 97j:60095 </A><li> Malliavin, P. (1997). <em>Stochastic Analysis</em>. Springer, New York. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=99b%3A60073&loc=fromreflist">MR 99b:60073 </A><li> Mandelbrot, B. B. and van Ness, J. W. (1968). Fractional Brownian motions, fractional noises and applications. <em>SIAM Rev.</em> <strong>10</strong> 422--437. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=39%20%233572&loc=fromreflist">MR 39 #3572 </A><li> Norros, I., Valkeila, E. and Virtamo, J. (1999). An elementary approach to a Girsano formula and other analytical results on fractional Brownian motion. <em>Bernoulli</em> <strong>5</strong> 571--587. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=2000f%3A60053&loc=fromreflist">MR 2000f:60053 </A><li> Nualart, D. (1995). <em>The Malliavin Calculus and Related Topics. Probab. Appl.</em> <strong>21</strong>. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=96k%3A60130&loc=fromreflist">MR 96k:60130 </A><li> Nualart, D. (1998). Analysis on Wiener space and anticipating stochastic calculus. <em>Lecture Notes in Math.</em> <strong>1690</strong> 123--227. Springer, New York. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=99k%3A60144&loc=fromreflist">MR 99k:60144 </A><li> Nualart, D. and Pardoux, E. (1988). Stochastic calculus with anticipating integrands. <em>Probab. Theory Related Fields</em> <strong>78</strong> 535--581. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=89h%3A60089&loc=fromreflist">MR 89h:60089 </A><li> Samko, S. G., Kilbas, A. A. and Marichev, O. I. (1993). <em>Fractional Integrals and Derivatives</em>. Gordon and Breach, New York. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=96d%3A26012&loc=fromreflist">MR 96d:26012 </A><li> Skorohod, A. V. (1975). On a generalization of a stochastic integral. <em>Theory Probab. Appl.</em> <strong>20</strong> 219--233. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=52%20%2312079&loc=fromreflist">MR 52 #12079 </A><li> Z&auml;hle, M. (1998). Integration with respect to fractal functions and stochastic calculus. I. <em>Probab. Theory Related Fields</em> <strong>111</strong> 333--374. <A HREF="/msnmain?fn=105&fmt=doc&pg1=MR&s1=99j%3A60073&loc=fromreflist">MR 99j:60073 </A><li> Z&auml;hle, M. (1999). Integration with respect to fractal functions and stochastic calculus. II. Preprint. </OL>
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