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Stochastic Analysis and Applications Volume 24, 2006 - Issue 5
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Original Articles

An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet

Yoon Tae Kim Department of Statistics, Hallym University, Chuncheon, Kangwon-do, South KoreaCorrespondence[email protected]
Pages 973-997 | Received 25 May 2005, Accepted 16 Mar 2006, Published online: 22 Sep 2006

Citations (6)

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Read on this site (1)

Yoon Tae Kim & Hyun Suk Park. (2009) Stratonovich Calculus with Respect to Fractional Brownian Sheet. Stochastic Analysis and Applications 27:5, pages 962-983.
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Articles from other publishers (5)

Joon-Hee Rhee & Yoon-Tae Kim. (2010) A Note on the Wick Integral with Respect to Fractional Brownian Sheet. Communications for Statistical Applications and Methods 17:1, pages 47-54.
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Yoon Tae Kim, Jong Woo Jeon & Hyun Suk Park. (2009) Differentiation formula in Stratonovich version for fractional Brownian sheet. Journal of Mathematical Analysis and Applications 359:1, pages 106-125.
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Yoon Tae Kim. (2009) A note on the differentiation formula in Stratonovich type for fractional Brownian sheet. Journal of the Korean Statistical Society 38:3, pages 259-265.
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Yoon Tae Kim & Joonhee Rhee. (2008) A note on Itô formula for fractional Brownian sheet with Hurst parameters. Journal of the Korean Statistical Society 37:4, pages 349-354.
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Yoon Tae Kim, Jong Woo Jeon & Hyun Suk Park. (2008) Various types of stochastic integrals with respect to fractional Brownian sheet and their applications. Journal of Mathematical Analysis and Applications 341:2, pages 1382-1398.
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