An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters |
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An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (English)
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1 February 2007
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fractional Brownian motions
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Brownian sheet
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Itô formula
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