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Volumn 8, Issue 1, 2002, Pages 97-106

On the Wiener integral with respect to the fractional Brownian motion

Author keywords

Fractional Brownian motion; Inner product spaces; Wiener integral

Indexed keywords


EID: 0036553750     PISSN: 1405213X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (9)
  • 1
    • 0035537291 scopus 로고    scopus 로고
    • Stochastic calculus with respect to Gaussian processes
    • E. ALÓS, O. MAZET AND D. NUALART, Stochastic calculus with respect to Gaussian processes, Ann. Probab. 29 (2) (2001), 766-801.
    • (2001) Ann. Probab. , vol.29 , Issue.2 , pp. 766-801
    • Alós, E.1    Mazet, O.2    Nualart, D.3
  • 2
    • 0024078858 scopus 로고
    • Signal detection in fractional Gaussian noise
    • R.J. BARTON AND H. VINCENT POOR, Signal detection in fractional Gaussian noise, IEEE Trans. Inform. Theory 34, Nr. 5 (1988), 943-959.
    • (1988) IEEE Trans. Inform. Theory , vol.34 , Issue.5 , pp. 943-959
    • Barton, R.J.1    Poor, H.V.2
  • 3
    • 0010535277 scopus 로고    scopus 로고
    • A Skorohod-Stratonovitch integral for the fractional Brownian motion
    • Birkhäuser
    • L. DECREUSEFOND, A Skorohod-Stratonovitch integral for the fractional Brownian motion, Progress in Probability (2000), 177-1999 Birkhäuser.
    • (2000) Progress in Probability , pp. 177-1999
    • Decreusefond, L.1
  • 4
    • 0042637937 scopus 로고    scopus 로고
    • Stochastic Analysis with respect to fractional Brownian motion
    • L. DECREUSEFOND AND A.S. USTUNEL, Stochastic Analysis with respect to fractional Brownian motion, Potential Anal. 10 (2) (1999), 177-214.
    • (1999) Potential Anal. , vol.10 , Issue.2 , pp. 177-214
    • Decreusefond, L.1    Ustunel, A.S.2
  • 5
    • 0001714525 scopus 로고    scopus 로고
    • An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
    • I. NORROS, E. VALKEILA AND J. VIRTAMO, An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions, Bernoulli 5 (4) (1999), 571-587.
    • (1999) Bernoulli , vol.5 , Issue.4 , pp. 571-587
    • Norros, I.1    Valkeila, E.2    Virtamo, J.3
  • 7
    • 0034562433 scopus 로고    scopus 로고
    • Integration questions related to fractional Brownian motion
    • V. PIPIRAS AND M.S. TAQQU, Integration questions related to fractional Brownian motion, Probab. Theory Related Fields 118 (2) (2000), 251-291.
    • (2000) Probab. Theory Related Fields , vol.118 , Issue.2 , pp. 251-291
    • Pipiras, V.1    Taqqu, M.S.2
  • 8
    • 33750073208 scopus 로고    scopus 로고
    • Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
    • V. PIPIRAS AND M.S. TAQQU, Are classes of deterministic integrands for fractional Brownian motion on an interval complete? Bernoulli 7 (6) (2001), 873-897.
    • (2001) Bernoulli , vol.7 , Issue.6 , pp. 873-897
    • Pipiras, V.1    Taqqu, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.