Pages that link to "Item:Q1767507"
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The following pages link to Itô formula and local time for the fractional {B}rownian sheet (Q1767507):
Displaying 23 items.
- Remarks on parameter estimation for the drift of fractional Brownian sheet (Q361246) (← links)
- Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- Wiener integrals with respect to the Hermite random field and applications to the wave equation (Q486347) (← links)
- On the Lamperti transform of the fractional Brownian sheet (Q501525) (← links)
- Skorohod integration and stochastic calculus beyond the fractional Brownian scale (Q556245) (← links)
- Parameter estimation for stochastic equations with additive fractional Brownian sheet (Q623488) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
- 2D-stochastic currents over the Wiener sheet (Q2248936) (← links)
- Differentiation formula in Stratonovich version for fractional Brownian sheet (Q2272032) (← links)
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261) (← links)
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (Q2480364) (← links)
- A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035) (← links)
- A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (Q2510700) (← links)
- Wick integration with respect to fractional Brownian sheet (Q2511748) (← links)
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case (Q2573416) (← links)
- Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) (← links)
- Stratonovich Calculus with Respect to Fractional Brownian Sheet (Q3182403) (← links)
- An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954) (← links)
- Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets (Q3611809) (← links)
- Hausdorff dimension of the boundary of bubbles of additive Brownian motion and of the Brownian sheet (Q5029012) (← links)
- Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments (Q5243381) (← links)
