Stochastic Current of Bifractional Brownian Motion
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brown...
保存先:
| 第一著者: | |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Wiley
2014-01-01
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| シリーズ: | Journal of Applied Mathematics |
| オンライン･アクセス: | http://dx.doi.org/10.1155/2014/762484 |
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