Malliavin calculus for fractional delay equations

DOI10.1007/s10959-011-0349-4zbMath1259.60069arXiv0912.2180OpenAlexW2129469689MaRDI QIDQ715754

Samy Tindel, León A. Jorge

Publication date: 1 November 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2180

zbMATH Keywords

fractional Brownian motionMalliavin calculusdelay equationYoung integration

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18) Stochastic integral equations (60H20)

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