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FRACTIONAL 2D-STOCHASTIC CURRENTS

FRACTIONAL 2D-STOCHASTIC CURRENTS
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摘要 Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D-fractional stochastic currents. Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D-fractional stochastic currents.
作者 Ciprian A.TUDOR Maria TUDOR
机构地区 Laboratoire Paul Painlev Department of Mathematics
出处 《Acta Mathematica Scientia》 SCIE CSCD 2013年第6期1507-1521,共15页 数学物理学报（B辑英文版）
基金 Partially supported by the ANR grant "Masterie" BLAN 012103 Support by the CNCS grant "PN-II-ID-PCE-2011-3-0593"
关键词 CURRENTS multiple stochastic integrals fractional Brownian sheet two-parameter processes Hurst parameter currents multiple stochastic integrals fractional Brownian sheet two-parameter processes Hurst parameter
分类号 O211.6 [理学—概率论与数理统计] TN911.6 [电子电信—通信与信息系统]
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参考文献15

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Acta Mathematica Scientia
2013年 第6期

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