Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
In this paper we investigate the existence and some useful properties of the Lévy 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 Hölder-continuous…
DOI: 10.1007/978-3-319-19075-4_10