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dc.contributor.authorBlanco, Lilianaspa
dc.contributor.authorLeón, Jorge A.spa
dc.date.accessioned2011-10-13T19:34:41Z
dc.date.available2011-10-13T19:34:41Z
dc.date.issued2011-10-13
dc.identifier.urihttp://hdl.handle.net/10893/1714
dc.description.abstractThe 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.spa
dc.language.isoenspa
dc.subjectCálculo de Malliavinspa
dc.subjectDescomposición en caosspa
dc.subjectEspacio asociado a un proceso gaussianospa
dc.subjectIntegrales de Itô y de Skorohodspa
dc.subjectMovimiento Browniano fraccionalspa
dc.subjectOperadores de derivada y de divergenciaspa
dc.titleOperador de divergencia con respecto al movimiento browniano fraccionalspa
dc.typeArticlespa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa


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