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2014 Stochastic Current of Bifractional Brownian Motion
Jingjun Guo
J. Appl. Math. 2014: 1-10 (2014). DOI: 10.1155/2014/762484

Abstract

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 Brownian motion as a distribution in Watanabe spaces.

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Jingjun Guo. "Stochastic Current of Bifractional Brownian Motion." J. Appl. Math. 2014 1 - 10, 2014. https://doi.org/10.1155/2014/762484

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07010746
MathSciNet: MR3193634
Digital Object Identifier: 10.1155/2014/762484

Rights: Copyright © 2014 Hindawi

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