Artículo de revista
Operador de divergencia con respecto al movimiento browniano fraccional.
Autor
Blanco, Liliana
León, Jorge A.
Institución
Resumen
The 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.