An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization

arXiv:2601.10359v4 Announce Type: replace Abstract: We derive an Ito-type change-of-variables formula for Volterra Gaussian processes (including fractional Brownian motion with any Hurst parameter), based on the operator factorization framework. The Ito correction is expressed...

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