|
|
|
|
Stochastic current of bifractional brownian motion
|
|
|
|
|
|
|
|
نویسنده
|
guo j.
|
|
منبع
|
journal of applied mathematics - 2014 - دوره : 2014 - شماره : 0
|
|
چکیده
|
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. © 2014 jingjun guo.
|
|
|
|
|
آدرس
|
school of statistics,lanzhou university of finance and economics,lanzhou 730020,china,research center of quantitative analysis of gansu economic development,lanzhou university of finance and economics, China
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|