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Volumn 7, Issue 6, 2001, Pages 873-897

Are classes of deterministic integrands for fractional Brownian motion on an interval complete?

Author keywords

Completeness; Fractional brownian motion; Fractional integrals and derivatives; Innerproduct spaces; Integration in the L2 sense

Indexed keywords


EID: 33750073208     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318624     Document Type: Article
Times cited : (110)

References (11)
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  • 4
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    • (2000) SIAM J. Control Optim. , vol.38 , Issue.2 , pp. 562-612
    • Duncan, T.E.1    Hu, Y.2    Pasik-Duncan, B.3
  • 5
    • 0030502739 scopus 로고    scopus 로고
    • On the prediction of fractional Brownian motion
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    • Gripenberg, G.1    Norros, I.2
  • 6
    • 33750084936 scopus 로고    scopus 로고
    • An elementary approach to filtering in systems with fractional Brownian observation noise
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    • Kleptsyna, M.L., LeBreton, A. and Roubaud, M.C. (1999a) An elementary approach to filtering in systems with fractional Brownian observation noise. In B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas and V. Statulevicius (eds), Probability Theory and Mathematical Statistics: Proceedings of the 7th Vilnius Conference. Zeist: VSP.
    • (1999) Probability Theory and Mathematical Statistics: Proceedings of the 7th Vilnius Conference
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    • An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
    • Norros, I., Valkeila, E. and Virtamo, J. (1999) An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Bernoulli, 5, 571-587.
    • (1999) Bernoulli , vol.5 , pp. 571-587
    • Norros, I.1    Valkeila, E.2    Virtamo, J.3
  • 9
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    • Integration questions related to fractional Brownian motion
    • Pipiras, V. and Taqqu, M.S. (2000) Integration questions related to fractional Brownian motion. Probab. Theory Related Fields, 118(2), 251-291.
    • (2000) Probab. Theory Related Fields , vol.118 , Issue.2 , pp. 251-291
    • Pipiras, V.1    Taqqu, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.