Kim, Yoon Tae; Jeon, Jong Woo An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters. (English) Zbl 1118.60058 Proc. Am. Math. Soc. 134, No. 12, 3677-3683 (2006). Reviewer: Christian-Oliver Ewald (Leeds) MSC: 60H40 35R60 60H15 60G15 PDF BibTeX XML Cite \textit{Y. T. Kim} and \textit{J. W. Jeon}, Proc. Am. Math. Soc. 134, No. 12, 3677--3683 (2006; Zbl 1118.60058) Full Text: DOI OpenURL
Tudor, Ciprian A.; Viens, Frederi G. Itô formula and local time for the fractional {B}rownian sheet. (English) Zbl 1067.60030 Electron. J. Probab. 8, Paper No. 14, 31 p. (2003). Reviewer: Jean Picard (Aubière) MSC: 60H07 60G18 60G15 60J55 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{F. G. Viens}, Electron. J. Probab. 8, Paper No. 14, 31 p. (2003; Zbl 1067.60030) Full Text: DOI EMIS EuDML OpenURL