Skorohod integration and stochastic calculus beyond the fractional Brownian scale

Journal of Functional Analysis

Volumn 222, Issue 2, 2005, Pages 385-434

  Mocioalca, Oana ^a   Viens, Frederi ^b  

^a PURDUE UNIVERSITY   (United States)

^b PURDUE UNIVERSITY   (United States)

Author keywords

Fractional Brownian motion; Gaussian processes; Ito formula; Local time; Malliavin calculus; Skorohod integral; Stochastic differential equations; Stochastic heat equation

Indexed keywords

EID: 16844372524     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfa.2004.07.013     Document Type: Article

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