Integration theory for infinite dimensional volatility modulated Volterra processes
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Publication:282536
DOI10.3150/15-BEJ696zbMath1341.60047arXiv1303.7143MaRDI QIDQ282536
Publication date: 12 May 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.7143
60G60: Random fields
60G15: Gaussian processes
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus