On fractional Brownian processes (Q1301761): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1008630211913 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2298882547 / rank | |||
Normal rank | |||
Latest revision as of 10:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fractional Brownian processes |
scientific article |
Statements
On fractional Brownian processes (English)
0 references
11 November 1999
0 references
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.
0 references
Liouville spaces
0 references
fractional integrals
0 references
fractional Brownian motion
0 references
fractional Wiener integrals
0 references
Kolmogorov lemma
0 references
