We extend the domain of the divergence operator [delta] 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 defined on a finite time interval. If this process does not belong to the domain...

In this paper we establish the existence and uniqueness of a solution for stochastic Volterra equations assuming that the coefficients F(t,s,x) and Gi(t,s,x) are Ft-measurable, for s[less-than-or-equals, slant]t, where {Ft} denotes the filtration generated by the driving Brownian motion. We...

In this paper we introduce a stochastic integral with respect to the process where 0[alpha]1/2, and Wt is a Brownian motion. Sufficient integrability conditions are deduced using the techniques of the Malliavin calculus and the notion of fractional derivative. We study continuity properties of...