The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes

DOI10.1016/j.spa.2004.07.008zbMath1075.60056OpenAlexW2044543080MaRDI QIDQ2485819

David Nualart, João M. E. Guerra

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.07.008

zbMATH Keywords

Malliavin calculusp-variation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)

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