Article ID Journal Published Year Pages File Type
1144847 Journal of the Korean Statistical Society 2012 10 Pages PDF
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,H2∈(0,1). As an application, we derive an Itô formula for fractional Brownian sheet with H1,H2∈(0,1).
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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