Itô formula for the two-parameter fractional Brownian...

Stochastics An International Journal of Probability and Stochastic Processes 2006 / 12 Vol. 78; Iss. 6

Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator

Tudor, Ciprian A., Viens, Frederi G.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
78
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/17442500601014912
Date:
December, 2006
File:
PDF, 244 KB
english, 2006
Conversion to is in progress
Conversion to is failed