Stochastic current of bifractional Brownian motion
type: Item
instance of: scholarly article
title: Stochastic current of bifractional Brownian motion
zbMATH Open document ID: 1406.60059
DOI: 10.1155/2014/762484
author: Jingjun Guo
published in: Journal of Applied Mathematics
publication date: 2019-02-01T00:00:00Z
review text: Summary: We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brownian motion as a distribution in Watanabe spaces.
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7010746
Wikidata QID: Q59052273
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/762484
OpenAlex ID: W2029580592
description: scientific article; zbMATH DE number 7010746