| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527384 | Stochastic Processes and their Applications | 2005 | 12 Pages |
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 (0,12) defined on a finite time interval. If H<14 this process does not belong to the domain of δ, but it is in the extended domain.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jorge A. León, David Nualart,