| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145043 | Journal of the Korean Statistical Society | 2009 | 7 Pages |
Abstract
We consider a new proof on the differentiation formula in Stratonovich type for fractional Brownian sheet. Our proof is based on the repeated applications of differentiation formulas in Stratonovich form for a one-parameter Gaussian process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoon Tae Kim,