On fractional Brownian processes (Q1301761): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:11, 31 January 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