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FRACTIONAL 2D-STOCHASTIC CURRENTS |
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| Authors: | Ciprian A TUDOR Maria TUDOR |
| Institution: | TUDOR, Maria TUDOR(1. Laboratoire Paul Painlevé, Université de Lille 1 F-59655 Villeneuve d＇Aseq, France;2. Department of Mathematics, Academy of Economical Studies, Bucharest, Romania) |
| Abstract: | Using multiple stochastic integrals and the stochastic calculus for the fractional Brownian sheet, we define and we analyze the 2D-fractional stochastic currents. |
| Keywords: | currents multiple stochastic integrals fractional Brownian sheet two-parameter processes Hurst parameter |
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