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Volumn 330, Issue 2, 2007, Pages 1115-1127

On the Wiener integral with respect to the fractional Brownian motion on an interval

Author keywords

Fractional Brownian motion; Fractional Sobolev spaces; Wiener integral

Indexed keywords


EID: 33847667577     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2006.07.100     Document Type: Article
Times cited : (46)

References (6)
  • 1
    • 0035537291 scopus 로고    scopus 로고
    • Stochastic calculus with respect to Gaussian processes
    • Alòs E., Mazet O., and Nualart D. Stochastic calculus with respect to Gaussian processes. Ann. Probab. 29 (2001) 766-801
    • (2001) Ann. Probab. , vol.29 , pp. 766-801
    • Alòs, E.1    Mazet, O.2    Nualart, D.3
  • 2
    • 0042637937 scopus 로고    scopus 로고
    • Stochastic analysis of the fractional Brownian motion
    • Decreusefond L., and Üstünel A.S. Stochastic analysis of the fractional Brownian motion. Potential Anal. 10 (1999) 177-214
    • (1999) Potential Anal. , vol.10 , pp. 177-214
    • Decreusefond, L.1    Üstünel, A.S.2
  • 4
    • 0009363250 scopus 로고    scopus 로고
    • Prediction and translation of fractional Brownian motions
    • Stochastics in Finite and Infinite Dimensions, Birkhäuser Boston, Boston, MA
    • Hu Y. Prediction and translation of fractional Brownian motions. Stochastics in Finite and Infinite Dimensions. Trends Math. (2001), Birkhäuser Boston, Boston, MA 153-171
    • (2001) Trends Math. , pp. 153-171
    • Hu, Y.1
  • 5
    • 0034562433 scopus 로고    scopus 로고
    • Integration questions related to fractional Brownian
    • Pipiras V., and Taqqu M.S. Integration questions related to fractional Brownian. Probab. Theory Related Fields 118 (2000) 251-291
    • (2000) Probab. Theory Related Fields , vol.118 , pp. 251-291
    • Pipiras, V.1    Taqqu, M.S.2
  • 6
    • 33750073208 scopus 로고    scopus 로고
    • Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
    • Pipiras V., and Taqqu M.S. Are classes of deterministic integrands for fractional Brownian motion on an interval complete?. Bernoulli 6 (2001) 873-897
    • (2001) Bernoulli , vol.6 , pp. 873-897
    • Pipiras, V.1    Taqqu, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.