Skorohod integration and stochastic calculus beyond the fractional Brownian scale
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Publication:556245
DOI10.1016/j.jfa.2004.07.013zbMath1068.60078OpenAlexW2154264733MaRDI QIDQ556245
Oana Mocioalca, Frederi G. Viens
Publication date: 13 June 2005
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2004.07.013
fractional Brownian motionGaussian processesMalliavin calculusstochastic differential equationslocal timeItô formulaSkorokhod integralstochastic heat equation.
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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