An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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Publication:3043438
DOI10.1098/rspa.2003.1246zbMath1043.60044OpenAlexW2003408818WikidataQ56554235 ScholiaQ56554235MaRDI QIDQ3043438
Agnès Sulem, Naomi Wallner, Francesca Biagini, Bernt Øksendal
Publication date: 6 August 2004
Published in: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/10633
White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of functional analysis in probability theory and statistics (46N30) Distributions on infinite-dimensional spaces (46F25)
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