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

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jkss.2011.08.008
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+W2089829785
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@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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+Stochastic integrals in the plane
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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 @@
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@@ Property / cites work @@
+General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
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@@ Property / cites work @@
+A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)
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+Wick integration with respect to fractional Brownian sheet
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@@ Property / cites work @@
+An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
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+Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
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+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 @@
+Itô formula and local time for the fractional {B}rownian sheet
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@@ links / mardi / name / links / mardi / name @@
+Publication:459488