Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional brownian fields

Ukrainian Mathematical Journal

Volumn 56, Issue 4, 2004, Pages 527-546

  Il'chenko, S A ^a   Mishura, Yu S ^a  

^a TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24044439732     PISSN: 00415995     EISSN: 15739376     Source Type: Journal    
DOI: 10.1007/s11253-005-0065-2     Document Type: Article

References (4)

1. S. G. Samko, A. A. Kilbas, and O. I. Marichev, Integrals and Derivatives of Fractional Order and Their Applications [in Russian], Nauka i Tekhnika, Minsk (1987).
2. S. A. Il'chenko, "Comparison of properties of Liouville and Marchaut fractional derivatives of many-parameter functions," Visn. Kyiv Univ., Ser. Mat. Mekh., Issue 9-10, 41-48 (2003).
3. M. Zähle, "Integration with respect to fractional functions and stochastic calculus," J. Probab. Theor. Relat. Fields, 111, 333-374 (1998).
4. A. Kamount, "On the fractional anisotropic Wiener field," Probab. Math. Statist., 16, No. 1, 85-98 (1996).