Stochastic current of bifractional Brownian motion (Q1714752)
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scientific article; zbMATH DE number 7010746
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| English | Stochastic current of bifractional Brownian motion |
scientific article; zbMATH DE number 7010746 |
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Stochastic current of bifractional Brownian motion (English)
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1 February 2019
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Summary: We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brownian motion as a distribution in Watanabe spaces.
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