scientific article; zbMATH DE number 6445035

zbMath1333.60008MaRDI QIDQ5255014

Leszek Gawarecki, Vidyadhar Mandrekar

Publication date: 11 June 2015

Full work available at URL: http://www.crcnetbase.com/isbn/9781498707824

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionGaussian processesreproducing kernel Hilbert spacesmathematical financeSchwartz spaceSkorokhod integralGaussian random fieldsItō integralMallivian calculus

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Spectral conditions for equivalence of Gaussian random fields with stationary increments ⋮ A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions ⋮ Logarithmic and linear potentials of signed measures and Markov property of associated Gaussian fields ⋮ Gaussian fields, equilibrium potentials and multiplicative chaos for Dirichlet forms

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