| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145083 | Journal of the Korean Statistical Society | 2008 | 6 Pages |
Abstract
By using the white noise theory for fractional Brownian sheet, we give a new proof of the Itô formula for fractional Brownian sheet with arbitrary Hurst parameters H1,H2â(0,1). Our proof is based on the repeated application of the Itô formulas for one-parameter Gaussian process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoon Tae Kim, Joonhee Rhee,