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An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet - MaRDI portal

An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (Q3423722)

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An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet
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    An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (English)
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    15 February 2007
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    Donsker's delta function
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    white noise theory
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