Brownian and fractional Brownian stochastic currents via Malliavin calculus
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Publication:1048164
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
fractional Brownian motion; Brownian motion; Malliavin calculus; currents; multiple stochastic integrals
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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