Brownian and fractional Brownian stochastic currents via Malliavin calculus

DOI10.1016/j.jfa.2009.05.001zbMath1196.60100arXiv0907.0292MaRDI QIDQ1048164

Franco Flandoli, Ciprian A. Tudor

Publication date: 11 January 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.0292

zbMATH Keywords

fractional Brownian motion; Brownian motion; Malliavin calculus; currents; multiple stochastic integrals

Mathematics Subject Classification ID

60G15: Gaussian processes

60J65: Brownian motion

60H07: Stochastic calculus of variations and the Malliavin calculus

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Cites Work

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