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Generalized two-parameter Lebesgue—Stieltjes integrals and their applications to fractional brownian fields

✍ Scribed by N. Z. Dil’naya; A. N. Ronto


Publisher
Springer
Year
2004
Tongue
English
Weight
170 KB
Volume
56
Category
Article
ISSN
0041-5995

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On the two-parameter fractional Brownian
✍ Constantin Tudor; Maria Tudor 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 238 KB

We extend the Stieltjes integral to Hölder 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.