An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954)
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scientific article; zbMATH DE number 5120191
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| English | An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters |
scientific article; zbMATH DE number 5120191 |
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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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0.93988835811615
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0.9136114716529846
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0.8785668611526489
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0.8552998304367065
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