A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035): Difference between revisions
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| Property / cites work: An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion / rank | |||
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| Property / cites work: A General Fractional White Noise Theory And Applications To Finance / rank | |||
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| Property / cites work: An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet / rank | |||
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| Property / cites work: An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters / rank | |||
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| Property / cites work: Itô formula and local time for the fractional {B}rownian sheet / rank | |||
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| Property / cites work: Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator / rank | |||
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Latest revision as of 19:27, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) |
scientific article |
Statements
A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (English)
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31 July 2014
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fractional Brownian sheet
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Itō formula
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fractional white noise
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