On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
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Publication:2518313
DOI10.1016/j.jmaa.2008.10.041zbMath1154.60041OpenAlexW2061124364MaRDI QIDQ2518313
Publication date: 15 January 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.10.041
fractional Brownian motionBrownian motionWiener integraltempered distributionsub-fractional Brownian motion
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Cites Work
- Fractional Brownian density process and its self-intersection local time of order \(k\)
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- On the Wiener integral with respect to the fractional Brownian motion on an interval
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- Integration questions related to fractional Brownian motion
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- Sub-fractional Brownian motion and its relation to occupation times
- Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
- The Malliavin Calculus and Related Topics
- On the prediction of fractional Brownian motion
- Some properties of the sub-fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Parseval's Theorem for Hankel Transforms
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