Differentiation formula in Stratonovich version for fractional Brownian sheet
نویسندگان
چکیده
منابع مشابه
Parameter estimation for stochastic equations with additive fractional Brownian sheet
We study the maximum likelihood estimator for stochastic equations with additive fractional Brownian sheet. We use the Girsanov transform for the twoparameter fractional Brownian motion, as well as the Malliavin calculus and Gaussian regularity theory. Mathematics Subject Classification (2000): 60G15, G0H07, 60G35, 62M40
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2009
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2009.05.037