A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (Q2510700)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the differentiation formula in Stratonovich type for fractional Brownian sheet |
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A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (English)
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1 August 2014
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Skorohod integrals
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fractional Brownian sheet
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Malliavin derivative
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Stratonovich stochastic integral
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differentiation formulas
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