Wiener integrals, Malliavin calculus and covariance measure structure

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dc.creatorKruk, Ida
dc.creatorRusso, Francesco
dc.creatorTudor, Ciprian
dc.date2006-06-02
dc.date2007-04-18
dc.date.accessioned2026-07-07T07:56:56Z
dc.date.available2026-07-07T07:56:56Z
dc.descriptionWe introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only when necessary. Our main examples are finite quadratric variation processes with stationary increments and the bifractional Brownian motion.
dc.description50 pages
dc.identifierhttps://arxiv.org/abs/math/0606069
dc.identifierhttp://arxiv.org/abs/math/0606069
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/127500
dc.subjectProbability
dc.subject60G12; 60G15; 60H05, 60H07
dc.titleWiener integrals, Malliavin calculus and covariance measure structure
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