{"entities":{"Q1611571":{"pageid":1622311,"ns":120,"title":"Item:Q1611571","lastrevid":47969680,"modified":"2026-01-03T05:33:55Z","type":"item","id":"Q1611571","labels":{"en":{"language":"en","value":"Are classes of deterministic integrands for fractional Brownian motion on an interval complete?"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1786700"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1611571$A1701F82-9911-46DF-B744-FEC2A31E9F0F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cc6d5ab39064951319d2e737bb8a0c0baaabeb8f","datavalue":{"value":{"text":"Are classes of deterministic integrands for fractional Brownian motion on an interval complete?","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1611571$19945AEE-F97D-416D-9D67-828C3B340654","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"04a348e6e9c52d3ed625f10748a98cace8efcbe5","datavalue":{"value":"1003.60055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1611571$1D5D2259-C71D-46E1-8482-DD8825EB63B4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"04734986dc5561b7fd9849b8ec4e5beb0a69d3af","datavalue":{"value":"10.2307/3318624","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1611571$5FDC7C9F-CECE-4576-84BC-C7A18A9708F7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f4ee98c21c8513540ed788641bd55012f4dc389a","datavalue":{"value":{"entity-type":"item","numeric-id":265289,"id":"Q265289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1611571$5B15EBBD-E7B0-462D-A5AE-F5A22CDB3C30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"905a48130f2cc8f4b3c2e57b23e75f4efd90ac4f","datavalue":{"value":{"entity-type":"item","numeric-id":180836,"id":"Q180836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1611571$0367DCB2-03F1-4A9C-A6F7-4EB321ACB59F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1611571$4B3D3BE1-7816-4E13-B218-E0DE678A7C7D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"15fb60c960feb264c024651f136b1931daadcf81","datavalue":{"value":{"time":"+2002-11-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1611571$926405F2-A4A8-4FAE-B7F8-DBD51F1B82D7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fc33cdc5ce3a64c8ce54a663e5943d31c8ec6b53","datavalue":{"value":"https://projecteuclid.org/euclid.bj/1078951127","type":"string"},"datatype":"url"},"type":"statement","id":"Q1611571$976A8F1F-1747-4275-B750-E36C87264543","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1948fbc3127db167bd9fd866ea94dfe58c643cf0","datavalue":{"value":"Let \\(B_\\kappa\\) be a fractional Brownian motion (fBM) with Hurst-parameter \\(H=\\kappa+1/2\\in(0,1)\\) and \\(a>0\\) be a fixed real number. The authors prove that for \\(\\kappa\\in(-1/2,0)\\) the inner product space \\[ \\Lambda_a^\\kappa=\\{f:\\exists\\varphi_f\\;\\text{such\\;that} f(u)=u^{-\\kappa}(I_{a-}^{-\\kappa}s^\\kappa\\varphi_f(s))(u)\\} \\] is complete, where \\(I_{a-}^\\alpha\\) is the right-sided fractional integral of order \\(\\alpha>0\\) on \\([0,a]\\). Therefore the (stochastic) integral \\[ {\\mathcal I}_a^\\kappa (f)=\\int_0^a f(u) dB_\\kappa(u) =\\text{const}(\\kappa)\\int^a_0 u^{-\\kappa}(I_{a-}^\\kappa s^\\kappa f(s))(u) dB_0(u) \\] is an isometry into the space \\(\\overline{\\text{sp}}_{[0,a]}(B_\\kappa)\\) which is the \\(L^2\\)-closure of all linear combinations of the increments of \\(B_\\kappa\\) on \\([0,a]\\). On the other hand, it is shown that for \\(\\kappa\\in(0,1/2)\\) the inner product space \\(\\Lambda_a^\\kappa\\) introduced for example by \\textit{M. L. Kleptsyna, M.-C. Roubaud} and \\textit{A. Le Breton} [in: Probability theory and mathematical statistics, 373-392 (1999; Zbl 0999.60038)] and the inner product space \\(|\\Lambda|_a^\\kappa\\) introduced for example by \\textit{I. Norros, E. Valkeila} and \\textit{J. Virtamo} [Bernoulli 5, No. 4, 571-587 (1999; Zbl 0955.60034)] are not complete. Thus they are only isometric to proper linear subspaces of \\(\\overline{\\text{sp}}_{[0,a]}(B_\\kappa)\\), respectively. The reason of these facts is that completeness is equivalent to the solvability of \\[ u^{-\\kappa}(I_{a-}^\\kappa s^\\kappa f(s))(u)=\\varphi(u) \\] for every \\(\\varphi\\in L^2[0,a]\\). Yet, this is fulfilled for \\(\\kappa\\in(-1/2,0)\\), but not for \\(\\kappa\\in(0,1/2)\\). Nevertheless, the authors show that for \\(\\kappa\\in(-1/2,1/2)\\) the conditional expectation \\(X=E\\{B_\\kappa(t)\\mid B_\\kappa(s),s\\in[0,a]\\}\\) for \\(0