scientific article; zbMATH DE number 4034782

zbMATH Open0635.60054MaRDI QIDQ3774658FDOQ3774658

Authors: F. S. Nasyrov 

Publication date: 1987

Title of this publication is not available (Why is that?)

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• Some results on fractional Brownian sheets and their local times

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)

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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