Itô formula and local time for the fractional Brownian sheet.
Tudor, Ciprian A.; Viens, Frederi G.
Electronic Journal of Probability [electronic only] (2003)
- Volume: 8, page Paper No. 14, 31 p., electronic only-Paper No. 14, 31 p., electronic only
- ISSN: 1083-589X
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topTudor, Ciprian A., and Viens, Frederi G.. "Itô formula and local time for the fractional Brownian sheet.." Electronic Journal of Probability [electronic only] 8 (2003): Paper No. 14, 31 p., electronic only-Paper No. 14, 31 p., electronic only. <http://eudml.org/doc/124917>.
@article{Tudor2003,
author = {Tudor, Ciprian A., Viens, Frederi G.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Malliavin calculus},
language = {eng},
pages = {Paper No. 14, 31 p., electronic only-Paper No. 14, 31 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Itô formula and local time for the fractional Brownian sheet.},
url = {http://eudml.org/doc/124917},
volume = {8},
year = {2003},
}
TY - JOUR
AU - Tudor, Ciprian A.
AU - Viens, Frederi G.
TI - Itô formula and local time for the fractional Brownian sheet.
JO - Electronic Journal of Probability [electronic only]
PY - 2003
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 8
SP - Paper No. 14, 31 p., electronic only
EP - Paper No. 14, 31 p., electronic only
LA - eng
KW - Malliavin calculus
UR - http://eudml.org/doc/124917
ER -
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