Stochastic Current of Bifractional Brownian Motion
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-02
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Guo, Jingjun. 2014. Stochastic Current of Bifractional Brownian Motion. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-496790
Modern Language Association (MLA)
Guo, Jingjun. Stochastic Current of Bifractional Brownian Motion. Journal of Applied Mathematics No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-496790
American Medical Association (AMA)
Guo, Jingjun. Stochastic Current of Bifractional Brownian Motion. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-496790
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-496790
