Pages that link to "Item:Q3419954"
From MaRDI portal
The following pages link to An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954):
Displaying 6 items.
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- Differentiation formula in Stratonovich version for fractional Brownian sheet (Q2272032) (← links)
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (Q2480364) (← links)
- A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035) (← links)
- A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (Q2510700) (← links)
- Wick integration with respect to fractional Brownian sheet (Q2511748) (← links)
