An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954): Difference between revisions

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+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+A General Fractional White Noise Theory And Applications To Finance
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+General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
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+Itô formula and local time for the fractional {B}rownian sheet
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+Publication:3419954