| Autor: |
Kamizono, Kenji |
| Předmět: |
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| Zdroj: |
Stochastics: An International Journal of Probability & Stochastic Processes; Dec2007, Vol. 79 Issue 6, p523-538, 16p |
| Abstrakt: |
In this paper, we consider complex-valued Brownian motion with p-adic time index and the associated abstract Wiener space. We define symmetric stochastic integrals with respect to p-adic Brownian motion. We also provide a sufficient condition for the existence of symmetric stochastic integrals and present a relation to the adjoint of the Malliavin derivatives. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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