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On Stratonovich and Skorohod stochastic calculus for Gaussian processes (1101.3441v1)
Published 18 Jan 2011 in math.PR
Abstract: In this article, we derive a Stratonovich and Skorohod type change of variables formula for a multidimensional Gaussian process with low H\"older regularity (typically lower than 1/4). To this aim, we combine tools from rough paths theory and stochastic analysis.
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