Stochastic Currents of Fractional Brownian Motion: Existence and Regularity

Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1

By using white noise analysis, we study the integral kernel $\hat{I}¾(x)$, $x\in {\mathbb{R}}^d$, of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $…