scientific article; zbMATH DE number 4034782

MaRDI QIDQ3774658zbMATH OpenFDO

Authors F. S. Nasyrov

Publication date 1987

zbMATH Keywords

local timestwo-parameter Brownian sheetstochastic integrals with Brownian sheet as integrator

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Recommendations

• Limit laws for local times of the Brownian sheet
• An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet
• On the explosion of the local times along lines of Brownian sheet.
• Brownian local time approximated by a Wiener sheet
• Some results on fractional Brownian sheets and their local times

Cited in

(3)

• On the explosion of the local times along lines of Brownian sheet.
• Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

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