Are classes of deterministic integrands for fractional Brownian motion on an interval complete?

DOI10.2307/3318624zbMATH Open1003.60055OpenAlexW1995610711MaRDI QIDQ1611571FDOQ1611571

Publication date: 17 November 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1078951127

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fractional Brownian motion completeness inner product space fractional integrals and derivatives integration in the \(L^2\)-sense

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05)

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