论文部分内容阅读
Recent advances have allowed to define an integration theory for a large class of Gaussian processes indexed by the plane, either by Malliavin calculus or rough paths methods. The aim of this talk is to compare the bidimensional integrals obtained with those two methods, computing explicit correction terms whenever possible. As a byproduct, we also give explicit forms of corrections in the respective Ito and Stratonovich change of variable formulas.