Stochastic Current of Bifractional Brownian Motion-Reference-Cited by-同舟云学术

Stochastic Current of Bifractional Brownian Motion

Published:2014 Issue: Volume:2014 Page:1-10
ISSN:1110-757X
Container-title:Journal of Applied Mathematics
language:en
Short-container-title:Journal of Applied Mathematics

Author:

Guo Jingjun¹²

Affiliation:

1. School of Statistics, Lanzhou University of Finance and Economics, Lanzhou 730020, China

2. Research Center of Quantitative Analysis of Gansu Economic Development, Lanzhou University of Finance and Economics, Lanzhou 730020, China

Abstract

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.

Publisher

Hindawi Limited

Subject

Applied Mathematics

Link

http://downloads.hindawi.com/journals/jam/2014/762484.pdf

Reference10 articles.

1. Fractional Brownian Motions, Fractional Noises and Applications

2. Inner product spaces of integrands associated to subfractional Brownian motion

3. On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

4. On bifractional Brownian motion

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