We extend the Stieltjes integral to HΓΆlder functions of two variables and prove an existence and uniqueness result for the corresponding deterministic ordinary differential equations and also for stochastic equations driven by a two-parameter fractional Brownian motion.
β¦ LIBER β¦
Computing the covariance of two Brownian area integrals
β Scribed by J. A. Wellner; R. T. Smythe
- Book ID
- 108542504
- Publisher
- John Wiley and Sons
- Year
- 2002
- Tongue
- English
- Weight
- 137 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0039-0402
No coin nor oath required. For personal study only.
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