Publication:2790505

Publication date: 4 March 2016

60G15: Gaussian processes

60G22: Fractional processes, including fractional Brownian motion

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

60H07: Stochastic calculus of variations and the Malliavin calculus

46N30: Applications of functional analysis in probability theory and statistics

60J55: Local time and additive functionals