Brownian and fractional Brownian stochastic currents via Malliavin calculus (Q1048164)

Consider a Gaussian process \(X\) in \(\mathbb{R}^d\). If \(\delta\) is the Dirac distribution, the quantity \(\delta(x-X_s(\omega))\) can be viewed as a distribution with respect to \(x\), but also as a distribution in the Watanabe sense with respect to \(\omega\). The authors consider the mapping \[ \xi(x)=\int_{[0,T]^N}\delta(x-B_s)dB_s,\quad x\in \mathbb{R}^d,\quad T>0, \] where \(B\) is a Wiener process with multidimensional time, or a fractional Brownian process. They study the Wiener-Itô chaos expansion of this expression, and deduce its Sobolev regularity with respect to \(x\). They also address the question of the regularity with respect to \(\omega\) and compare the two types of regularity.