Itô formula for the infinite-dimensional fractional Brownian motion

DOI10.1215/kjm/1250281972zbMath1121.60038OpenAlexW1490974250MaRDI QIDQ2501411

Ciprian A. Tudor

Publication date: 6 September 2006

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250281972

zbMATH Keywords

fractional Brownian motionItô formulainfinite dimensional stochastic analysisHilbert space-valued

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cylindrical fractional Brownian motion in Banach spaces ⋮ Analysis of the Rosenblatt process

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