Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. (English) Zbl 1043.60044 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2041, 347-372 (2004). The paper presents an introduction to stochastic calculus for fractional Brownian motion with parameter between 0 and 1, with emphasis on stochastic integration based on white noise theory and Malliavin differentiation. Reviewer: George Stoica (Saint John) Cited in 2 ReviewsCited in 53 Documents MSC: 60H07 Stochastic calculus of variations and the Malliavin calculus 60H40 White noise theory 46F25 Distributions on infinite-dimensional spaces 46N30 Applications of functional analysis in probability theory and statistics Keywords:fractional Brownian motion; white noise theory; Malliavin calculus PDFBibTeX XMLCite \textit{F. Biagini} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2041, 347--372 (2004; Zbl 1043.60044) Full Text: DOI Link