On a ogawa–type integral with application to the fractional brownian motion

DOI10.1080/07362990008809688zbMATH Open0981.60055OpenAlexW2060407144MaRDI QIDQ4495503FDOQ4495503

Authors: Rosario Delgado, Maria Jolis 

Publication date: 14 March 2002

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

Full work available at URL: https://doi.org/10.1080/07362990008809688

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zbMATH Keywords

Stratonovich integralBesov regularity propertydeterministic Ogawa-type integralstochastic Ogawa integral

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• Integration with respect to fractal functions and stochastic calculus. I
• On the relation between the Stratonovich and Ogawa integrals
• Sur une intégrale pour les processus à \(\alpha\)-variation bornée. (On an integral for processes with bounded \(\alpha\)-variation)

Cited In (3)

• On the Ogawa integrability of noncausal Wiener functionals
• Mouvement brownien et espaces de besov
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).

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