Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (Q3426326)
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scientific article; zbMATH DE number 5132266
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| English | Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator |
scientific article; zbMATH DE number 5132266 |
Statements
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator (English)
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8 March 2007
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Fractional Brownian motion
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Brownian sheet
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Malliavin calculus
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Skorokhod integral
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Hurst parameter
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Gaussian regularity
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0.8664349913597107
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0.8520599603652954
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0.8517575263977051
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0.8403249382972717
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