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A Note on the Wick Integral with Respect to Fractional Brownian Sheet
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 이준희 | - |
| dc.contributor.author | 김윤태 | - |
| dc.date.available | 2018-05-10T14:43:15Z | - |
| dc.date.created | 2018-04-17 | - |
| dc.date.issued | 2010 | - |
| dc.identifier.issn | 2287-7843 | - |
| dc.identifier.uri | http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/15026 | - |
| dc.description.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). | - |
| dc.publisher | 한국통계학회 | - |
| dc.relation.isPartOf | Communications for Statistical Applications and Methods | - |
| dc.subject | Fractional Brownian sheet | - |
| dc.subject | white noise theory | - |
| dc.subject | stochastic line integral | - |
| dc.subject | wick integrals | - |
| dc.subject | wick product | - |
| dc.title | A Note on the Wick Integral with Respect to Fractional Brownian Sheet | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | Communications for Statistical Applications and Methods, v.17, no.1, pp.47 - 54 | - |
| dc.identifier.kciid | ART001417245 | - |
| dc.description.journalClass | 3 | - |
| dc.citation.endPage | 54 | - |
| dc.citation.number | 1 | - |
| dc.citation.startPage | 47 | - |
| dc.citation.title | Communications for Statistical Applications and Methods | - |
| dc.citation.volume | 17 | - |
| dc.contributor.affiliatedAuthor | 이준희 | - |
| dc.subject.keywordAuthor | Fractional Brownian sheet | - |
| dc.subject.keywordAuthor | white noise theory | - |
| dc.subject.keywordAuthor | stochastic line integral | - |
| dc.subject.keywordAuthor | wick integrals | - |
| dc.subject.keywordAuthor | wick product | - |
| dc.description.journalRegisteredClass | other | - |
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Related Researcher
- Rhee, Joon Hee
- College of Business Administration (School of Business Administration)