| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1144958 | Journal of the Korean Statistical Society | 2010 | 9 Pages |
Abstract
By using the white noise theory for a fractional Brownian sheet, we find sufficient conditions on the integrability of the Wick integrals of various types with respect to a fractional Brownian sheet with Hurst parameters H1,H2â(0,1). Also we show that the Wick integrals can be represented as formal expansions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoon Tae Kim,