| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144847 | Journal of the Korean Statistical Society | 2012 | 10 Pages |
Abstract
By using the white noise theory for fractional Brownian sheet, we prove the stochastic Green's theorem with respect to fractional Brownian sheet with Hurst parameters H1,H2â(0,1). As an application, we derive an Itô formula for fractional Brownian sheet with H1,H2â(0,1).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jong Woo Jeon, Yoon Tae Kim,
