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

From MaRDI portal
Revision as of 12:22, 25 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
scientific article

    Statements

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

    Identifiers

    Mathematics Subject Classification ID
    60H40
    0 references
    35R60
    0 references
    60H15
    0 references
    60G15
    0 references
    zbMATH DE Number
    5120191
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3419954&oldid=34915245"
    Powered by MediaWiki