A basic estimate for two-dimensional stochastic holonomy along Brownian bridges
From MaRDI portal
Publication:1891779
DOI10.1006/jfan.1995.1005zbMath0820.60065MaRDI QIDQ1891779
Shigeo Kusuoka, Sergio A. Albeverio
Publication date: 11 September 1995
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jfan.1995.1005
Malliavin calculus; martingale methods; fractional Sobolev spaces; Brownian bridges; Gaussian random fields
60J65: Brownian motion
Related Items