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Original Articles

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

Pages 973-997 | Received 25 May 2005, Accepted 16 Mar 2006, Published online: 22 Sep 2006

REFERENCES

  • Hu , Y. 2000 . A class of stochastic partial differential equations driven by fractional white noise . In Stochastic Processes, Physics and Geometry: New Interplays II Conference Proceedings . pp. 317 – 325 , (eds. et al. .), Vol. 29 . Canadian Mathematical Society. AMS .
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  • Hu , Y. , Øtksendal , B. , and Zhang , T. 2002 . General fractional multiparameter white noise theory and stochastic partial differential equations. Preprint Series 2002. Pure Mathematics. No. 19. University of Oslo, Norway . [CSA]
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  • Kuo , H.-H. 1996 . White Noise Distribution Theory. Boca Raton , FL : CRC Press .

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