Article ID Journal Published Year Pages File Type
4591583 Journal of Functional Analysis 2010 28 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory