On the Lamperti transform of the fractional Brownian sheet (Q501525)
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scientific article; zbMATH DE number 6672825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Lamperti transform of the fractional Brownian sheet |
scientific article; zbMATH DE number 6672825 |
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On the Lamperti transform of the fractional Brownian sheet (English)
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9 January 2017
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fractional Brownian motion
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fractional Brownian sheet
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fractional Ornstein-Uhlenbeck process
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Lamperti transform
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Young integral
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stochastic differential equation
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