Itô formula and local time for the fractional Brownian sheet.
Tudor, Ciprian A. ; Viens, Frederi G.
Electronic Communications in Probability [electronic only], Tome 8 (2003), / Harvested from The Electronic Library of Mathematics
Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:124917
@article{02142120,
     title = {It\^o formula and local time for the fractional Brownian sheet.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {8},
     year = {2003},
     zbl = {1067.60030},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02142120}
}
Tudor, Ciprian A.; Viens, Frederi G. Itô formula and local time for the fractional Brownian sheet.. Electronic Communications in Probability [electronic only], Tome 8 (2003) . http://gdmltest.u-ga.fr/item/02142120/