Sample paths of some Gaussian processes via Malliavin calculus

<p>In this thesis, we study the sample paths of some Gaussian processes using the methods from Malliavin calculus. To be more specific, we consider several interesting properties of fractional Brownian motion sample paths in the context of both probability measures and capacities. We are in...

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Bibliographic Details
Main Author: Li, J
Other Authors: Qian, Z
Format: Thesis
Published: 2019