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A Note on the Wick Integral with Respect to Fractional Brownian Sheet
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 Title & Authors
A Note on the Wick Integral with Respect to Fractional Brownian Sheet
Rhee, Joon-Hee; Kim, Yoon-Tae;
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 Abstract
By using the white noise theory for fractional Brownian sheet, we give new representations of the Wick integrals of various types with respect to fractional Brownian sheet with Hurst parameters (0, 1).
 Keywords
Fractional Brownian sheet;white noise theory;stochastic line integral;wick integrals;wick product;
 Language
English
 Cited by
 References
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