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...
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| Hlavní autor: | |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Wiley
2014-01-01
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| Edice: | Journal of Applied Mathematics |
| On-line přístup: | http://dx.doi.org/10.1155/2014/762484 |
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