An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954)

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An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
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    Statements

    title
    An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (English)
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    author
    Yoon Tae Kim
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    Jong Woo Jeon
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    publication date
    1 February 2007
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    zbMATH Keywords
    fractional Brownian motions
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    Brownian sheet
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    Itô formula
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    Identifiers

    Mathematics Subject Classification ID
    60H40
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    35R60
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    60H15
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    60G15
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    zbMATH DE Number
    5120191
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