Integration questions related to fractional Brownian motion

Probability Theory and Related Fields

Volumn 118, Issue 2, 2000, Pages 251-291

  Pipiras, Vladas ^a   Taqqu, Murad S ^a  

^a Boston University   (United States)

Author keywords

Completeness; Fractional brownian motion; Fractional integrals and derivatives; Inner product spaces; Integration in the l2; Sense; Time and spectral domains

Indexed keywords

EID: 0034562433     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s440-000-8016-7     Document Type: Article

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