Fractional 2D-stochastic currents

DOI10.1016/S0252-9602(13)60100-9MaRDI QIDQ462183zbMATH OpenOpenAlexFDO

Authors Maria Tudor, Ciprian A. Tudor

Publication date 3 November 2014

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(13)60100-9

zbMATH Keywords

currentsfractional Brownian sheetHurst parametermultiple stochastic integralstwo-parameter processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Cited in

(1)

• scientific article; zbMATH DE number 6961412 (Why is no real title available?)

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