An Example of Inflnite Dimensional Quasi{Helix

By C. Houdr'e, J. Villa. 2003

173 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Wiener integrals, Malliavin calculus and covariance measure structure (2006, unknown): “This process was introduced in [18] and a ”pathwise type” approach to stochastic calculus was provided in [35].”
The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory (2013, background): “, [29, 36, 44]), that is, a centered Gaussian process B on [0, T ] with covariance function given by12 R(s, t)= 1 2K (( s2H + t2H )K − |t − s|2HK), for some H ∈ (0,1) and K ∈ (0,1].”
A decomposition of the bifractional Brownian motion and some applications (2008, background): “Some properties of the bifractional Brownian motion have been studied in [3], and [13].”
Stochastic Calculus with Respect to Gaussian Processes (2014, background): “3), (like in the case of bifractional motion [24]).”