A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035)
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scientific article; zbMATH DE number 6323640
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| English | A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) |
scientific article; zbMATH DE number 6323640 |
Statements
A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (English)
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31 July 2014
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fractional Brownian sheet
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Itō formula
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fractional white noise
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0.93988835811615
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0.8991098999977112
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0.8587726354598999
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0.8519617319107056
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