most citedMalliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes

15 citations · 15 across the 2 of their papers we have counts for

collaborators

1 paper

math.PR2006

Wiener integrals, Malliavin calculus and covariance measure structure

Ida Kruk, Francesco Russo, Ciprian Tudor

We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic…