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 integralHölder functionstwo-parameter fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional derivatives and integrals (26A33)

Related Items (2)

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

Cites Work

• Integration with respect to fractal functions and stochastic calculus. I
• On fractional Brownian processes
• Differential equations driven by fractional Brownian motion
• Fractional Brownian sheet
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• An inequality of the Hölder type, connected with Stieltjes integration
• Integration with respect to Fractal Functions and Stochastic Calculus II
• Ordinary differential equations with fractal noise
• Drap brownien fractionnaire
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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