Double subfractional integrals and mollifier approximation

MaRDI QIDQ3605328zbMATH OpenFDO

Authors Maria Tudor

Publication date 23 February 2009

zbMATH Keywords

bimeasurefractional Brownian motionmollifierStratonovich integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

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Cited in

(4)

• Mollifier approximation of Brownian motion in stochastic integral
• On Stratonovich fractional integrals and mollifier approximation
• A strong approximation for double subfractional integrals
• Odd fractional brownian motion and its main properties

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