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
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
In this article we will present a new perspective on the variable order fractional calculus, which a...
We study the existence and regularity of densities for the solution of a nonlinear heat diffusion wi...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
Stochastic currents, namely random vector valued distributions, related to Ito integrals are investi...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a ...
In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
In this article we will present a new perspective on the variable order fractional calculus, which a...
We study the existence and regularity of densities for the solution of a nonlinear heat diffusion wi...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
Stochastic currents, namely random vector valued distributions, related to Ito integrals are investi...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
AbstractThis paper is devoted to analyzing several properties of the bifractional Brownian motion in...
This paper is devoted to analyze several properties of the bifractional Brownian motion introduced b...
We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a ...
In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
In this article we will present a new perspective on the variable order fractional calculus, which a...
We study the existence and regularity of densities for the solution of a nonlinear heat diffusion wi...
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