On the Lamperti transform of the fractional Brownian sheet
type: Item
instance of: scholarly article
title: On the Lamperti transform of the fractional Brownian sheet
zbMATH Open document ID: 1355.60051
author: Marwa Khalil
author: Ciprian A. Tudor
author: Mounir Zili
publication date: 2017-01-09T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 6672825
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: fractional Brownian sheet
zbMATH Keywords: fractional Ornstein-Uhlenbeck process
zbMATH Keywords: Lamperti transform
zbMATH Keywords: Young integral
zbMATH Keywords: stochastic differential equation
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1515/fca-2016-0076
OpenAlex ID: W2565223639
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DOI: 10.1515/FCA-2016-0076
published in: Fractional Calculus \ Applied Analysis
description: scientific article; zbMATH DE number 6672825