FRACTIONAL 2D-STOCHASTIC CURRENTS

被引：0

作者：

Tudor, Ciprian A. ^{[1
,2
]}

Tudor, Maria ^{[2
]}

机构：

[1] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq, France

[2] Acad Econ Studies, Dept Math, Bucharest, Romania

来源：

ACTA MATHEMATICA SCIENTIA | 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：

O1 [数学];

学科分类号：

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 15 条

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