Stochastic Green's theorem for fractional Brownian sheet and its application
type: Item
instance of: scholarly article
title: Stochastic Green's theorem for fractional Brownian sheet and its application
zbMATH Open document ID: 1296.60182
author: Jong Woo Jeon
author: Yoon Tae Kim
published in: Journal of the Korean Statistical Society
publication date: 2014-10-13T00:00:00Z
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6354112
zbMATH Keywords: fractional Brownian sheet
zbMATH Keywords: Itō formula
zbMATH Keywords: white noise theory
zbMATH Keywords: stochastic line integrals
zbMATH Keywords: stochastic Green's theorem
MaRDI profile type: Publication
full work available at URL: j.jkss.2011.08.008
OpenAlex ID: W2089829785
cites work: An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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cites work: Q4896047
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cites work: A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)
cites work: Wick integration with respect to fractional Brownian sheet
cites work: An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters
cites work: Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
cites work: Differentiation formula in Stratonovich version for fractional Brownian sheet
cites work: Stratonovich Calculus with Respect to Fractional Brownian Sheet
cites work: Itô formula and local time for the fractional {B}rownian sheet
DOI: 10.1016/J.JKSS.2011.08.008
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description: scientific article; zbMATH DE number 6354112