Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Wiener integrals, Malliavin calculus and covariance measure structure   We introduce the notion of {\em covariance measure structure} for square
integrable stochastic processes. We define Wiener integral, we develop a
suitable formalism for stochastic calculus of variations and we make Gaussian
assumptions only when necessary. Our main examples are finite quadratric
variation processes with stationary increments and the bifractional Brownian
motion.

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The categories of this paper are: q-alg
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The categories of this paper are: adap-org
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The categories of this paper are: chao-dyn
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics
31
The categories of this paper are: ao-sci
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
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The categories of this paper are: bayes-an
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The categories of this paper are: supr-con
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The categories of this paper are: alg-geom
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The categories of this paper are: q-fin
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The categories of this paper are: cmp-lg
13
The categories of this paper are: quant-ph
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The categories of this paper are: chem-ph