Quasi Surep-Variation of Fractional Brownian Sheet

DOI10.1080/07362990600959422zbMath1123.60039OpenAlexW1995430477MaRDI QIDQ3423714

Guilan Cao, Kai He

Publication date: 15 February 2007

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990600959422

zbMATH Keywords

quasi-sure convergencep-variationFractional Brownian sheet

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Path continuity of fractional Dirichlet functionals
• Quasi sure quadratic variation of local times of smooth semimartingales.
• Fractional Brownian sheet
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
• Arbitrage with Fractional Brownian Motion
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
• Unnamed Item

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