Stratonovich Calculus with Respect to Fractional Brownian Sheet (Q3182403): Difference between revisions

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Property / cites work: Stochastic calculus with respect to Gaussian processes / rank
 
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Property / cites work: Various types of stochastic integrals with respect to fractional Brownian sheet and their applications / rank
 
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Property / cites work: The Malliavin Calculus and Related Topics / rank
 
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Property / cites work: Itô formula and local time for the fractional {B}rownian sheet / rank
 
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Latest revision as of 00:03, 2 July 2024

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Stratonovich Calculus with Respect to Fractional Brownian Sheet
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    Stratonovich Calculus with Respect to Fractional Brownian Sheet (English)
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    8 October 2009
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    fractional Brownian sheet
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    Itô formula
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    Malliavin calculus
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    Skorohod integrals
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    Stratonovich stochastic integrals
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