On the Wiener integral with respect to the fractional Brownian motion on an interval (Q879050): Difference between revisions
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Property / DOI: 10.1016/j.jmaa.2006.07.100 / rank | |||
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Property / cites work: Stochastic calculus with respect to Gaussian processes / rank | |||
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Property / cites work: Stochastic analysis of the fractional Brownian motion / rank | |||
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Property / cites work: Q5724171 / rank | |||
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Property / cites work: Q2707627 / rank | |||
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Property / cites work: Integration questions related to fractional Brownian motion / rank | |||
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Property / cites work: Are classes of deterministic integrands for fractional Brownian motion on an interval complete? / rank | |||
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Property / DOI: 10.1016/J.JMAA.2006.07.100 / rank | |||
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Latest revision as of 06:41, 10 December 2024
scientific article
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English | On the Wiener integral with respect to the fractional Brownian motion on an interval |
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On the Wiener integral with respect to the fractional Brownian motion on an interval (English)
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4 May 2007
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fractional Brownian motion
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Wiener integral
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fractional Sobolev spaces
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