On the Lamperti transform of the fractional Brownian sheet (Q501525): Difference between revisions
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fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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fractional Brownian sheet | |||
| Property / zbMATH Keywords: fractional Brownian sheet / rank | |||
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fractional Ornstein-Uhlenbeck process | |||
| Property / zbMATH Keywords: fractional Ornstein-Uhlenbeck process / rank | |||
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Lamperti transform | |||
| Property / zbMATH Keywords: Lamperti transform / rank | |||
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Young integral | |||
| Property / zbMATH Keywords: Young integral / rank | |||
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stochastic differential equation | |||
| Property / zbMATH Keywords: stochastic differential equation / rank | |||
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Revision as of 00:26, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Lamperti transform of the fractional Brownian sheet |
scientific article |
Statements
On the Lamperti transform of the fractional Brownian sheet (English)
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9 January 2017
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fractional Brownian motion
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fractional Brownian sheet
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fractional Ornstein-Uhlenbeck process
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Lamperti transform
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Young integral
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stochastic differential equation
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