On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions.

DOI10.1016/S0022-247X(03)00533-XzbMath1036.60031MaRDI QIDQ1414233

Maria Tudor, Constantin Tudor

Publication date: 20 November 2003

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

zbMATH Keywords

Stieltjes integral; Hölder functions; two-parameter fractional Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

26A33: Fractional derivatives and integrals

Related Items

Gradient-type noises I–partial and hybrid integrals, On the Lamperti transform of the fractional Brownian sheet

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