Examinando por Autor "Blanco, Liliana"

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    Operador de divergencia con respecto al movimiento browniano fraccional.
    (2011-10-13) Blanco, Liliana; León, Jorge A.
    The purpose of this paper is to define the stochastic integral with respect to the fractional Brownian motion as the divergence operator in the sense of the calculus of variations. The idea is to introduce the techniques of the Malliavin calculus or calculus of variations for Gaussian processes.