Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6354112 / rank | |||
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| Property / zbMATH Keywords | |||
fractional Brownian sheet | |||
| Property / zbMATH Keywords: fractional Brownian sheet / rank | |||
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Itō formula | |||
| Property / zbMATH Keywords: Itō formula / rank | |||
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white noise theory | |||
| Property / zbMATH Keywords: white noise theory / rank | |||
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stochastic line integrals | |||
| Property / zbMATH Keywords: stochastic line integrals / rank | |||
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stochastic Green's theorem | |||
| Property / zbMATH Keywords: stochastic Green's theorem / rank | |||
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Revision as of 12:29, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Green's theorem for fractional Brownian sheet and its application |
scientific article |
Statements
Stochastic Green's theorem for fractional Brownian sheet and its application (English)
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13 October 2014
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fractional Brownian sheet
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Itō formula
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white noise theory
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stochastic line integrals
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stochastic Green's theorem
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