Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (Q2480364): Difference between revisions
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Revision as of 19:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Various types of stochastic integrals with respect to fractional Brownian sheet and their applications |
scientific article |
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Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (English)
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31 March 2008
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Skorohod integrals
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Itô formula
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fractional Brownian sheet
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Malliavin derivative
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stochastic line integrals
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