Malliavin calculus for fractional delay equations

DOI10.1007/s10959-011-0349-4zbMath1259.60069arXiv0912.2180MaRDI QIDQ715754

Samy Tindel, León A. Jorge

Publication date: 1 November 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2180

zbMATH Keywords

fractional Brownian motion; Malliavin calculus; delay equation; Young integration

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus

60G18: Self-similar stochastic processes

60H20: Stochastic integral equations

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