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Wick integration with respect to fractional Brownian sheet - MaRDI portal

Wick integration with respect to fractional Brownian sheet (Q2511748)

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Wick integration with respect to fractional Brownian sheet
scientific article

    Statements

    title
    Wick integration with respect to fractional Brownian sheet (English)
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    author
    Yoon Tae Kim
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    publication date
    6 August 2014
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    zbMATH Keywords
    fractional Brownian sheet
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    Itō formula
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    white noise theory
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    Wick integral
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H40
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    60G22
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    zbMATH DE Number
    6325770
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    OpenAlex ID
    W2010941183
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