An extension of the divergence operator for Gaussian processes

Stochastic Processes and their Applications

Volumn 115, Issue 3, 2005, Pages 481-492

  León, Jorge A ^a   Nualart, David ^b  

^a DEPARTAMENTO DE FÍSICA   (Mexico)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Divergence operator; Fractional calculus; Gaussian processes on Hilbert spaces; Malliavin calculus; Stochastic integral

Indexed keywords

BROWNIAN MOVEMENT; FUNCTIONS; INTEGRAL EQUATIONS; LINEAR EQUATIONS; RANDOM PROCESSES; THEOREM PROVING; TIME DOMAIN ANALYSIS; VARIATIONAL TECHNIQUES;

DIVERGENCE OPERATOR; FRACTIONAL BROWNIAN MOTION; FRACTIONAL CALCULUS; GAUSSIAN PROCESSES; HILBERT SPACES; MALLIAVIN CALCULUS; STOCHASTIC INTEGRAL;

MATHEMATICAL OPERATORS;

EID: 13344294352     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.09.008     Document Type: Article

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