Xavier Bardina
We construct a multiple Stratonovich-type
integral with respect to the fractional Brownian motion with Hurst
parameter . This integral is obtained by a limit of Riemann
sums procedure in the Sol‚ and Utzet sense. We also define the
suitable traces to obtain the Hu-Meyer Formula that gives the
Stratonovich integral as sum of It“ integrals of these traces. Our
approach is intrinsic in the sense that we do not make use of
integral representation of the fractional Brownian motion in terms
of the ordinary Brownian motion.