An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954): Difference between revisions
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| Property / cites work: An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter. / rank | |||
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| Property / cites work: An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion / rank | |||
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| Property / cites work: A General Fractional White Noise Theory And Applications To Finance / rank | |||
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| Property / cites work: General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations / rank | |||
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| Property / cites work: Itô formula and local time for the fractional {B}rownian sheet / rank | |||
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Latest revision as of 12:22, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters |
scientific article |
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An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (English)
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1 February 2007
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fractional Brownian motions
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Brownian sheet
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Itô formula
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