Stratonovich Calculus with Respect to Fractional Brownian Sheet (Q3182403): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/07362990903136462 / rank | |||
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| Property / OpenAlex ID: W2024414082 / rank | |||
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| Property / cites work | |||
| 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: Forward, backward and symmetric stochastic integration / 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 01:03, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stratonovich Calculus with Respect to Fractional Brownian Sheet |
scientific article |
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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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