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A Note on the Wick Integral with Respect to Fractional Brownian Sheet
- Issue Date
- 2010
- Publisher
- 한국통계학회
- Keywords
- Fractional Brownian sheet; white noise theory; stochastic line integral; wick integrals; wick product
- Citation
- Communications for Statistical Applications and Methods, v.17, no.1, pp.47 - 54
- Volume
- 17
- Number
- 1
- Start Page
- 47
- End Page
- 54
- ISSN
- 2287-7843
- 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 H1, H2 ∈ (0, 1).
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Related Researcher
- Rhee, Joon Hee
- College of Business Administration (School of Business Administration)