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arxiv: 0907.0292 · v1 · pith:4RR4DCL3new · submitted 2009-07-02 · 🧮 math.PR

Brownian and fractional Brownian stochastic currents via Malliavin calculus

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keywords brownianregularitycalculuscurrentsfractionalintegralsmalliavinmotion
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By using Malliavin calculus and multiple Wiener-It\^o integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in Watanabe space.

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