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

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math.PR2010★ 15 cited

Malliavin-Skorohod calculus and Paley-Wiener integral for covariance singular processes

Ida Kruk, Francesco Russo

We develop a stochastic analysis for a Gaussian process with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure pro…

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…