Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (Q3426326): Difference between revisions
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Revision as of 23:28, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator |
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Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (English)
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8 March 2007
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Fractional Brownian motion
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Brownian sheet
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Malliavin calculus
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Skorokhod integral
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Hurst parameter
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Gaussian regularity
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