On fractional Brownian processes (Q1301761): Difference between revisions
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| Property / author: Arnaud De La Pradelle / rank | |||
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| Property / reviewed by: Nijole Kalinauskaitė / rank | |||
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| Property / author: Arnaud De La Pradelle / rank | |||
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| Property / reviewed by: Nijole Kalinauskaitė / rank | |||
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| Property / full work available at URL: https://doi.org/10.1023/a:1008630211913 / rank | |||
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| Property / OpenAlex ID: W2298882547 / rank | |||
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Latest revision as of 11:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fractional Brownian processes |
scientific article |
Statements
On fractional Brownian processes (English)
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11 November 1999
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The existence of some more fractional \(\alpha\)-Brownian motions and \((\alpha, \beta)\)-Brownian sheets related to the Liouville spaces \({\mathfrak F}_{\alpha,p}\), \(0<\alpha\leq 1\), \(p>1\), is proved. Integrals with respect to fractional Brownian motions are considered as well.
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Liouville spaces
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fractional integrals
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fractional Brownian motion
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fractional Wiener integrals
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Kolmogorov lemma
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