2D-stochastic currents over the Wiener sheet
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Publication:2248936
DOI10.1007/s10959-012-0453-0zbMath1298.60044arXiv1202.0618OpenAlexW2144024446MaRDI QIDQ2248936
Ciprian A. Tudor, Peter Imkeller, Franco Flandoli
Publication date: 27 June 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.0618
Sobolev spacesMalliavin calculusBrownian sheetcurrentschaos expansionmultiple stochastic integralstwo-parameter processes
Random fields (60G60) Gaussian processes (60G15) Stochastic analysis applied to problems in fluid mechanics (76M35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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