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• W2080212299 abstract "We extend the domain of the divergence operator δ for Gaussian processes in the sense of the calculus of variations. As an example, we discuss the case of the fractional Brownian motion with Hurst parameter in ( 0 , 1 2 ) defined on a finite time interval. If H < 1 4 this process does not belong to the domain of δ , but it is in the extended domain." @default.
• W2080212299 created "2016-06-24" @default.
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• W2080212299 date "2005-03-01" @default.
• W2080212299 modified "2023-09-27" @default.
• W2080212299 title "An extension of the divergence operator for Gaussian processes" @default.
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• W2080212299 doi "https://doi.org/10.1016/j.spa.2004.09.008" @default.
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