Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592143 | Journal of Functional Analysis | 2007 | 51 Pages |
Abstract
We introduce the notion of covariance measure structure for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only when necessary. Our main examples are finite quadratic variation processes with stationary increments and the bifractional Brownian motion.
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Physical Sciences and Engineering
Mathematics
Algebra and Number Theory