Stochastic Green's theorem for fractional Brownian sheet and its application
DOI10.1016/J.JKSS.2011.08.008zbMATH Open1296.60182OpenAlexW2089829785MaRDI QIDQ459488FDOQ459488
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
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[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]fractional Brownian sheetstochastic Green's theoremstochastic line integralswhite noise theory
Cites Work
- Title not available (Why is that?)
- Stochastic integrals in the plane
- A General Fractional White Noise Theory And Applications To Finance
- Itô formula and local time for the fractional {B}rownian sheet
- An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
- Differentiation formula in Stratonovich version for fractional Brownian sheet
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
- A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)
- Wick integration with respect to fractional Brownian sheet
- Stratonovich Calculus with Respect to Fractional Brownian Sheet
- An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
Cited In (5)
- Green's formula, planar Brownian bridge, and Lévy's area
- 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
- An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet
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