Stochastic Current of Bifractional Brownian Motion
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 Brown...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/762484 |
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| _version_ | 1850168645536186368 |
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| author | Jingjun Guo |
| author_facet | Jingjun Guo |
| author_sort | Jingjun Guo |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-a28282b35f8d4dcebca55c40cdebb1f7 |
| institution | OA Journals |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-a28282b35f8d4dcebca55c40cdebb1f72025-08-20T02:20:55ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/762484762484Stochastic Current of Bifractional Brownian MotionJingjun Guo0School of Statistics, Lanzhou University of Finance and Economics, Lanzhou 730020, ChinaWe 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.http://dx.doi.org/10.1155/2014/762484 |
| spellingShingle | Jingjun Guo Stochastic Current of Bifractional Brownian Motion Journal of Applied Mathematics |
| title | Stochastic Current of Bifractional Brownian Motion |
| title_full | Stochastic Current of Bifractional Brownian Motion |
| title_fullStr | Stochastic Current of Bifractional Brownian Motion |
| title_full_unstemmed | Stochastic Current of Bifractional Brownian Motion |
| title_short | Stochastic Current of Bifractional Brownian Motion |
| title_sort | stochastic current of bifractional brownian motion |
| url | http://dx.doi.org/10.1155/2014/762484 |
| work_keys_str_mv | AT jingjunguo stochasticcurrentofbifractionalbrownianmotion |