Wang, Baobin; Hu, Ting A new proof of fractional Hu-Meyer formula and its applications. (English) Zbl 1283.60072 J. Inequal. Appl. 2012, Paper No. 272, 12 p. (2012). Summary: This paper is concerned with the Hu-Meyer formula for fractional Brownian motion with the Hurst parameter less than \(1/2\). By the mollifier approximation, the Hu-Meyer formula is explicitly obtained based on the multiple Stratonovich integral, and the proof is different from the known methods. Moreover, the obtained Hu-Meyer formula can be applied to derive the convergence rate of the multiple fractional Stratonovich integral. MSC: 60G22 Fractional processes, including fractional Brownian motion 60H05 Stochastic integrals Keywords:Hu-Meyer formula; fractional Brownian motion; Stratonovich integral; mollifier approximation PDFBibTeX XMLCite \textit{B. Wang} and \textit{T. Hu}, J. Inequal. Appl. 2012, Paper No. 272, 12 p. (2012; Zbl 1283.60072) Full Text: DOI References: [1] doi:10.1137/S036301299834171X · Zbl 0947.60061 · doi:10.1137/S036301299834171X [2] doi:10.1016/j.spa.2005.09.009 · Zbl 1088.60053 · doi:10.1016/j.spa.2005.09.009 [3] doi:10.1016/S0304-4149(03)00018-8 · Zbl 1075.60533 · doi:10.1016/S0304-4149(03)00018-8 [4] doi:10.1007/s10959-006-0006-5 · Zbl 1103.60055 · doi:10.1007/s10959-006-0006-5 [5] doi:10.1214/aop/1176995480 · Zbl 0387.60064 · doi:10.1214/aop/1176995480 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.