Journal of Applied Mathematics (Jan 2014)

Stochastic Current of Bifractional Brownian Motion

  • Jingjun Guo

DOI
https://doi.org/10.1155/2014/762484
Journal volume & issue
Vol. 2014

Abstract

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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.