A Malliavin–Skorohod calculus inL0andL1for additive and Volterra-type processes

DOI10.1080/17442508.2016.1140767zbMath1361.60038arXiv1502.05631OpenAlexW2099576147MaRDI QIDQ2974859

Josep Vives, Giulia Di Nunno

Publication date: 11 April 2017

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.05631

zbMATH Keywords

Lévy processesadditive processesVolterra processes\(\alpha\)-stable processesMalliavin-Skorokhod calculus

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stable stochastic processes (60G52)

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