Fractional Brownian motion and sheet as white noise functionals (Q2508642)

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Fractional Brownian motion and sheet as white noise functionals
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    Statements

    title
    Fractional Brownian motion and sheet as white noise functionals (English)
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    author
    Chujin Li
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    Jianping Wan
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    Ying Wu
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    Zhi Yuan Huang
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    publication date
    13 October 2006
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    zbMATH Keywords
    fractional white noise functionals
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    fractional Girsanov formula
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    Wick product
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    Identifiers

    Mathematics Subject Classification ID
    60H40
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    60H05
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    60G15
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    91B28
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    zbMATH DE Number
    5063968
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