By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in the Watanabe spaces.

Brownian and fractional Brownian stochastic currents via Malliavin calculus

Flandoli, Franco;
2010

Abstract

By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in the Watanabe spaces.
stochastic currents; Malliavin calculus
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/69153
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