Stochastic Green's theorem for fractional Brownian sheet and its application

DOI10.1016/j.jkss.2011.08.008zbMath1296.60182MaRDI QIDQ459488

Jong Woo Jeon, Yoon Tae Kim

Publication date: 13 October 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.08.008

zbMATH Keywords

Itō formula; fractional Brownian sheet; stochastic Green's theorem; stochastic line integrals; white noise theory

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H40: White noise theory

Related Items

Fractional stochastic Volterra equation perturbed by fractional Brownian motion, Stochastic elastic equation driven by fractional Brownian motion, Stochastic elastic equation driven by multiplicative multi-parameter fractional noise

Cites Work

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