Chaotic expansion and smoothness of some functionals of the fractional Brownian motion

DOI10.1215/kjm/1250283731zbMath1065.60113OpenAlexW1519343533MaRDI QIDQ1890282

Josep Vives, M'hamed Eddahbi

Publication date: 29 December 2004

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250283731

zbMATH Keywords

expansionWiener chaosfractional Brownian sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Self-similar stochastic processes (60G18)

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