Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H40
@@ Property / Mathematics Subject Classification ID: 60H40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
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@@ Property / zbMATH DE Number @@
+6354112
@@ Property / zbMATH DE Number: 6354112 / rank @@
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@@ Property / zbMATH Keywords @@
+fractional Brownian sheet
@@ Property / zbMATH Keywords: fractional Brownian sheet / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Itō formula
@@ Property / zbMATH Keywords: Itō formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+white noise theory
@@ Property / zbMATH Keywords: white noise theory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic line integrals
@@ Property / zbMATH Keywords: stochastic line integrals / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic Green's theorem
@@ Property / zbMATH Keywords: stochastic Green's theorem / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jkss.2011.08.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2089829785
@@ Property / OpenAlex ID: W2089829785 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic integrals in the plane
@@ Property / cites work: Stochastic integrals in the plane / rank @@
+Normal rank
@@ Property / cites work @@
+A General Fractional White Noise Theory And Applications To Finance
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)
+Normal rank
@@ Property / cites work @@
+Wick integration with respect to fractional Brownian sheet
+Normal rank
@@ Property / cites work @@
+An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
+Normal rank
@@ Property / cites work @@
+Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
+Normal rank
@@ Property / cites work @@
+Differentiation formula in Stratonovich version for fractional Brownian sheet
+Normal rank
@@ Property / cites work @@
+Stratonovich Calculus with Respect to Fractional Brownian Sheet
+Normal rank
@@ Property / cites work @@
+Itô formula and local time for the fractional {B}rownian sheet
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:459488