On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

DOI10.1016/J.JMAA.2008.10.041zbMath1154.60041OpenAlexW2061124364MaRDI QIDQ2518313

Constantin Tudor

Publication date: 15 January 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.10.041

zbMATH Keywords

fractional Brownian motionBrownian motionWiener integraltempered distributionsub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

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