L\'evy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
classification
🧮 math.DS
keywords
areaareasornstein-uhlenbeckprocessesproveadditionapproximatedassociated
read the original abstract
In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter $H\in (1/3,1/2]$. We prove that this stochastic area has a H\"older-continuous version with sufficiently large H\"older-exponent and that can be approximated by smooth areas. In addition, we prove the stationarity of this area.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.