Regularity properties of some stochastic Volterra integrals with singular kernel

Potential Analysis

Volumn 16, Issue 2, 2002, Pages 139-149

  Decreusefond, L ^a  

^a TELECOM PARISTECH   (France)

Author keywords

Besov spaces; Fractional Brownian motion; Sample path continuity; Stochastic Volterra integral

Indexed keywords

EID: 0036100640     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012628013041     Document Type: Article

References (13)

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