Brownian and fractional Brownian stochastic currents via Malliavin calculus
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Publication:1048164
DOI10.1016/j.jfa.2009.05.001zbMath1196.60100arXiv0907.0292OpenAlexW1968826539MaRDI 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
Gaussian processes (60G15) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)
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A white noise approach to stochastic currents of Brownian motion ⋮ An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs ⋮ Solution existence for non-autonomous variable-order fractional differential equations ⋮ A shifted Jacobi-Gauss collocation scheme for solving fractional neutral functional-differential equations ⋮ 2D-stochastic currents over the Wiener sheet ⋮ New spectral techniques for systems of fractional differential equations using fractional-order generalized Laguerre orthogonal functions ⋮ Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
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