FRACTIONAL 2D-STOCHASTIC CURRENTS

被引：0

作者：

Ciprian ATUDOR ^{[1
,2
]}

Maria TUDOR ^{[2
]}

机构：

[1] Laboratoire Paul Painlev,Universit de Lille F- Villeneuve d’Ascq,France

[2] Department of Mathematics,Academy of Economical Studies,Bucharest,Romania

来源：

ActaMathematicaScientia | 2013年 / 33卷 / 06期

关键词：

currents; multiple stochastic integrals; fractional Brownian sheet; two-parameter processes; Hurst parameter;

D O I：

暂无

中图分类号：

O211.6 [随机过程]; O172 [微积分];

学科分类号：

020208 ; 070103 ; 0714 ; 0701 ; 070101 ;

摘要：

Using multiple stochastic integrals and the stochastic calculus for the fractional Brownian sheet,we define and we analyze the 2D-fractional stochastic currents.

引用

页码：1507 / 1521

页数：15

共 5 条

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[3]

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[4]

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