Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\)

DOI10.1023/A:1023530929480zbMath1027.60052OpenAlexW1820600868MaRDI QIDQ1397969

Youssef Ouknine, David Nualart

Publication date: 6 August 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023530929480

zbMATH Keywords

fractional Brownian motionMalliavin calculusBesov spacesstochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals ⋮ Estimation of the volatility persistence in a discretely observed diffusion model ⋮ Multidimensional Lévy white noise in weighted Besov spaces ⋮ Besov regularity of stochastic measures ⋮ Existence and Besov regularity of the density for a class of SDEs with Volterra noise ⋮ On the Besov regularity of the bifractional Brownian motion

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