Fractional Brownian motion and sheet as white noise functionals
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Publication:2508642
DOI10.1007/s10114-005-0734-yzbMath1106.60056OpenAlexW2087106675MaRDI QIDQ2508642
Ying Wu, Chujin Li, Jianping Wan, Zhi Yuan Huang
Publication date: 13 October 2006
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0734-y
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Related Items (9)
On fractional stable processes and sheets: white noise approach ⋮ On fractional Brownian motion and wavelets ⋮ Generalized fractional Lévy random fields on Gel'fand triple: a white noise approach ⋮ Fractional Lévy processes on Gel'fand triple and stochastic integration ⋮ Stochastic calculus for fractional Lévy processes ⋮ FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE ⋮ Anisotropic fractional Brownian random fields as white noise functionals ⋮ Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet ⋮ GENERALIZED FRACTIONAL LÉVY PROCESSES: A WHITE NOISE APPROACH
Cites Work
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS
- A General Fractional White Noise Theory And Applications To Finance
- Euclidean random fields obtained by convolution from generalized white noise
- On the prediction of fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
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