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math.PR2007
On the convergence to the multiple Wiener-Ito integral
Xavier Bardina, Maria Jolis, Ciprian Tudor
We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Came…
math.PR2007
Multidimensional bifractional Brownian motion: Ito and Tanaka formulas
Ciprian Tudor, Khalifa Es-Sebaiy
Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive Itô's and Tanaka's formulas for the -dimensional bifractional Bro…