L\'evy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
Abstract
In this paper we investigate the existence and some useful properties of the L\'evy areas of Ornstein-Uhlenbeck processes associated to Hilbert-space-valued fractional Brownian-motions with Hurst parameter H∈ (1/3,1/2]. We prove that this stochastic area has a H\"older-continuous version with sufficiently large H\"older-exponent and that can be approximated by smooth areas. In addition, we prove the stationarity of this area.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.