Title of article
An extension of the divergence operator for Gaussian processes
Author/Authors
Leَn، نويسنده , , Jorge A. and Nualart، نويسنده , , David، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
12
From page
481
To page
492
Abstract
We extend the domain of the divergence operator δ for Gaussian processes in the sense of the calculus of variations. As an example, we discuss the case of the fractional Brownian motion with Hurst parameter in ( 0 , 1 2 ) defined on a finite time interval. If H < 1 4 this process does not belong to the domain of δ , but it is in the extended domain.
Keywords
Stochastic integral , Malliavin Calculus , fractional calculus , Gaussian processes on Hilbert spaces , Divergence operator
Journal title
Stochastic Processes and their Applications
Serial Year
2005
Journal title
Stochastic Processes and their Applications
Record number
1577578
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