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Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case

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Publication:4796606
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DOI10.1080/1045112021000015304zbMath1010.60048OpenAlexW1999108282MaRDI QIDQ4796606

Youssef Ouknine, Hassan Lakhel, Ciprian A. Tudor

Publication date: 5 May 2003

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1045112021000015304


zbMATH Keywords

fractional Brownian motionMalliavin calculusBesov spacesstochastic integrals


Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)


Related Items (2)

Besov regularity of stochastic measures ⋮ On the Besov regularity of the bifractional Brownian motion




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