Stochastic Current of Bifractional Brownian Motion | Zendy

Jingjun Guo | Zendy

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Stochastic Current of Bifractional Brownian Motion

Author(s) -

Jingjun Guo

Publication year - 2014

Publication title -

journal of applied mathematics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.307

H-Index - 43

eISSN - 1687-0042

pISSN - 1110-757X

DOI - 10.1155/2014/762484

Subject(s) - brownian motion , geometric brownian motion , mathematics , current (fluid) , malliavin calculus , fractional brownian motion , brownian excursion , stochastic calculus , martingale representation theorem , diffusion process , reflected brownian motion , distribution (mathematics) , stochastic process , motion (physics) , statistical physics , mathematical analysis , classical mechanics , computer science , physics , statistics , stochastic partial differential equation , knowledge management , innovation diffusion , thermodynamics , differential equation

We study the regularity of stochastic current defined as Skorohod integral with respect to bifractional Brownian motion through Malliavin calculus. Moreover, we similarly derive some results in the case of multidimensional multiparameter. Finally, we consider stochastic current of bifractional Brownian motion as a distribution in Watanabe spaces

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