Francesco Russo

activity

20142025

most citedGaussian and non-Gaussian processes of zero power variation, and related stochastic calculus

1 citations · 1 across the 5 of their papers we have counts for

collaborators

Showing 2023Show all

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math.PR2023

The $L^{2}$ -norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$

Alberto Ohashi, Francesco Russo

In this article, we present the exact expression of the $L^{2}$ -norm of the forward stochastic integral driven by the multi-dimensional fractional Brownian motion with parameter $\fr…

math.PR2023

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H < \frac{1}{2}$

Alberto Ohashi, Francesco Russo, Frederi Viens

In this work, we present a detailed analysis on the exact expression of the $L^{2}$ -norm of the symmetric-Stratonovich stochastic integral driven by a multi-dimensional fractional Br…

The L2-norm of the forward stochastic integral w.r.t. Fractional Brownian motion H>21​

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion H<21​

The $L^{2}$ -norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H > \frac{1}{2}$

The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H < \frac{1}{2}$