A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (Q2510700)
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scientific article; zbMATH DE number 6324382
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| English | A note on the differentiation formula in Stratonovich type for fractional Brownian sheet |
scientific article; zbMATH DE number 6324382 |
Statements
A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (English)
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1 August 2014
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Skorohod integrals
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fractional Brownian sheet
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Malliavin derivative
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Stratonovich stochastic integral
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differentiation formulas
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0.9056522846221924
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0.8696119785308838
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0.8460693359375
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0.7987522482872009
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0.7966890931129456
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