The Itô formula for fractional Brownian fields

zbMATH Open1097.60036MaRDI QIDQ5488434FDOQ5488434

Authors: Svitlana A. Il'Chenko, Yuliya S. Mishura 

Publication date: 19 September 2006

Full work available at URL: http://www.ams.org/tpms/2004-69-00/S0094-9000-05-00622-8/home.html

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zbMATH Keywords

stochastic integralHurst indexHölder field

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Cited In (5)

• Title not available (Why is that?)
• Itô's formula for linear fractional PDEs
• Title not available (Why is that?)
• Differentiation formula in Stratonovich version for fractional Brownian sheet
• Itô formula and local time for the fractional {B}rownian sheet

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