Articles

FRACTIONAL 2D-STOCHASTIC CURRENTS

  • Ciprian A. TUDOR ,
  • Maria TUDOR
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  • 1. Laboratoire Paul Painlev´e, Universit´e de Lille 1 F-59655 Villeneuve d’Ascq, France; 2. Department of Mathematics, Academy of Economical Studies, Bucharest, Romania

Received date: 2012-06-12

  Revised date: 2012-11-15

  Online published: 2013-11-20

Supported by

Partially supported by the ANR grant “Masterie” BLAN 012103. Associate member of the team Samos, Universit´e de Panth´eon-Sorbonne Paris 1.

Support by the CNCS grant “PN-II-ID-PCE-2011-3-0593

Abstract

Using multiple stochastic integrals and the stochastic calculus for the frac-tional Brownian sheet, we define and we analyze the 2D -fractional stochastic currents.

Cite this article

Ciprian A. TUDOR , Maria TUDOR . FRACTIONAL 2D-STOCHASTIC CURRENTS[J]. Acta mathematica scientia, Series B, 2013 , 33(6) : 1507 -1521 . DOI: 10.1016/S0252-9602(13)60100-9

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