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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Revision as of 18:28, 19 March 2024

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A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)
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    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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