Wiener integrals, Malliavin calculus and covariance measure structure

DOI10.1016/j.jfa.2007.03.031zbMath1126.60046arXivmath/0606069OpenAlexW2165951896MaRDI QIDQ2642075

Ciprian A. Tudor, Francesco Russo, Ida Kruk

Publication date: 20 August 2007

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

Full work available at URL: https://arxiv.org/abs/math/0606069

zbMATH Keywords

Malliavin calculusbifractional Brownian motionSkorohod integralcovariance measure structuresquare integrable processes

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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