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arxiv: 1411.4765 · v1 · pith:YWX44NWYnew · submitted 2014-11-18 · 🧮 math.DS

L\'evy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces

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keywords areaareasornstein-uhlenbeckprocessesproveadditionapproximatedassociated
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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.

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