On the Lamperti transform of the fractional Brownian sheet
DOI10.1515/fca-2016-0076zbMath1355.60051OpenAlexW2565223639MaRDI QIDQ501525
Marwa Khalil, Mounir Zili, Ciprian A. Tudor
Publication date: 9 January 2017
Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/fca-2016-0076
stochastic differential equationfractional Brownian motionYoung integralfractional Brownian sheetLamperti transformfractional Ornstein-Uhlenbeck process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)
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