数学物理学报(英文版) ›› 2013, Vol. 33 ›› Issue (6): 1507-1521.doi: 10.1016/S0252-9602(13)60100-9

• 论文 •    下一篇

FRACTIONAL 2D-STOCHASTIC CURRENTS

Ciprian A. TUDOR|Maria TUDOR   

  1. 1. Laboratoire Paul Painlev´e, Universit´e de Lille 1 F-59655 Villeneuve d’Ascq, France; 2. Department of Mathematics, Academy of Economical Studies, Bucharest, Romania
  • 收稿日期:2012-06-12 修回日期:2012-11-15 出版日期:2013-11-20 发布日期:2013-11-20
  • 基金资助:

    Partially supported by the ANR grant “Masterie” BLAN 012103. Associate member of the team Samos, Universit´e de Panth´eon-Sorbonne Paris 1.

    Support by the CNCS grant “PN-II-ID-PCE-2011-3-0593

FRACTIONAL 2D-STOCHASTIC CURRENTS

Ciprian A. TUDOR|Maria TUDOR   

  1. 1. Laboratoire Paul Painlev´e, Universit´e de Lille 1 F-59655 Villeneuve d’Ascq, France; 2. Department of Mathematics, Academy of Economical Studies, Bucharest, Romania
  • Received:2012-06-12 Revised:2012-11-15 Online:2013-11-20 Published:2013-11-20
  • Supported by:

    Partially supported by the ANR grant “Masterie” BLAN 012103. Associate member of the team Samos, Universit´e de Panth´eon-Sorbonne Paris 1.

    Support by the CNCS grant “PN-II-ID-PCE-2011-3-0593

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.

关键词: multiple stochastic integrals, fractional Brownian sheet, two-parameter processes, Hurst parameter

Abstract:

Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D -fractional stochastic currents.

Key words: multiple stochastic integrals, fractional Brownian sheet, two-parameter processes, Hurst parameter

中图分类号: 

  • 60G15