Brownian and fractional Brownian stochastic currents via Malliavin calculus

Journal of Functional Analysis

Volumn 258, Issue 1, 2010, Pages 279-306

  Flandoli, Franco ^a   Tudor, Ciprian A ^b  

^a UNIVERSITY OF PISA   (Italy)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Brownian motion; Currents; Fractional Brownian motion; Malliavin calculus; Multiple stochastic integrals

Indexed keywords

EID: 70350366353     PISSN: 00221236     EISSN: 10960783     Source Type: Journal    
DOI: 10.1016/j.jfa.2009.05.001     Document Type: Article

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