Brownian and fractional Brownian stochastic currents via Malliavin calculus

Details Brownian and fractional Brownian stochastic currents via Malliavin calculus Brownian and fractional Brownian stochastic currents via Malliavin calculus

2009-07-02

arxiv.org/abs/0907.0292v1

Journal of Functional Analysis 258, 1 (2009) 279-306

Mathematics

Probability

To appear in "Journal of Functional Analysis"

Scientific paper

By using Malliavin calculus and multiple Wiener-It\^o 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 Watanabe space.

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