An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (Q3423722)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet |
scientific article |
Statements
An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (English)
0 references
15 February 2007
0 references
Donsker's delta function
0 references
white noise theory
0 references