2D-stochastic currents over the Wiener sheet

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

zbMATH Keywords

Sobolev spacesMalliavin calculusBrownian sheetcurrentschaos expansionmultiple stochastic integralstwo-parameter processes

Mathematics Subject Classification ID

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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