Regularization effects of time integration on Gaussian process functionals

DOI10.1016/J.SPA.2025.104761MaRDI QIDQ6910593zbMATH OpenFDO

Authors Takafumi Amaba, Marie Kratz

Publication date 29 October 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104761

zbMATH Keywords

Brownian motionchaos expansionscovariance classGaussian processesMalliavin calculusmultiple Wiener-Itô integralsstationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55) Brownian motion (60J65)

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