@article{EJP155,
author = {Ciprian Tudor and Frederi Viens},
title = {Ito Formula and Local Time for the Fractional Brownian Sheet},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {8},
year = {2003},
keywords = {fractional Brownian sheet, Ito formula, local time, Tanaka formula, Malliavin calculus.},
abstract = {Using the techniques of the stochastic calculus of variations for Gaussian processes, we derive an It^{o} formula for the fractional Brownian sheet with Hurst parameters bigger than $1/2$. As an application, we give a stochastic integral representation for the local time of the fractional Brownian sheet.},
pages = {no. 14, 1-31},
issn = {1083-6489},
doi = {10.1214/EJP.v8-155},
url = {http://ejp.ejpecp.org/article/view/155}}