Stochastic Current of Bifractional Brownian Motion

Jingjun Guo

Journal of Applied Mathematics, 2014, vol. 2014, issue 1

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.

Date: 2014
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https://doi.org/10.1155/2014/762484

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:762484

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