Wick integration with respect to fractional Brownian sheet (Q2511748): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jkss.2009.12.001
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+W2010941183
@@ Property / OpenAlex ID: W2010941183 / rank @@
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@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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@@ Property / cites work @@
+Stochastic integrals in the plane
@@ Property / cites work: Stochastic integrals in the plane / rank @@
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@@ Property / cites work @@
+A General Fractional White Noise Theory And Applications To Finance
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@@ Property / cites work @@
+Q4896047
@@ Property / cites work: Q4896047 / rank @@
+Normal rank
@@ Property / cites work @@
+General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
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@@ Property / cites work @@
+An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
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@@ Property / cites work @@
+Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
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@@ Property / cites work @@
+Differentiation formula in Stratonovich version for fractional Brownian sheet
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@@ Property / cites work @@
+Stratonovich Calculus with Respect to Fractional Brownian Sheet
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@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
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@@ Property / cites work @@
+Itô formula and local time for the fractional {B}rownian sheet
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@@ links / mardi / name / links / mardi / name @@
+Publication:2511748