Stochastic Current of Bifractional Brownian Motion

	Stochastic Current of Bifractional Brownian Motion
	Guo, Jingjun
	2014
发表期刊	JOURNAL OF APPLIED MATHEMATICS
摘要	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.
DOI	10.1155/2014/762484
收录类别	SCI ; SCIE
ISSN	1110-757X
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000334251300001
出版者	HINDAWI PUBLISHING CORPORATION
原始文献类型	Article
EISSN	1687-0042
引用统计	被引频次：3[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/13703
专题	统计与数据科学学院
作者单位	1.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China; 2.Lanzhou Univ Finance & Econ, Res Ctr Quantitat Anal Gansu Econ Dev, Lanzhou 730020, Peoples R China
推荐引用方式 GB/T 7714	Guo, Jingjun. Stochastic Current of Bifractional Brownian Motion[J]. JOURNAL OF APPLIED MATHEMATICS,2014.
APA	Guo, Jingjun.(2014).Stochastic Current of Bifractional Brownian Motion.JOURNAL OF APPLIED MATHEMATICS.
MLA	Guo, Jingjun."Stochastic Current of Bifractional Brownian Motion".JOURNAL OF APPLIED MATHEMATICS (2014).