A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:25, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) |
scientific article |
Statements
A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (English)
0 references
31 July 2014
0 references
fractional Brownian sheet
0 references
Itō formula
0 references
fractional white noise
0 references