On the Wiener integral with respect to the fractional Brownian motion
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Publication:700223
zbMATH Open1007.60049MaRDI QIDQ700223FDOQ700223
Authors: Constantin Tudor
Publication date: 30 September 2002
Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)
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- On the Wiener integral with respect to the fractional Brownian motion on an interval
- Inner product spaces of integrands associated to subfractional Brownian motion
- Random variables as pathwise integrals with respect to fractional Brownian motion
- Title not available (Why is that?)
- The Wiener integral with respect to second order processes with stationary increments
- Integration questions related to fractional Brownian motion
- Differentiability of fractional integrals whose kernels contain fractional Brownian motion
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- Approximation of fractional Brownian motion by Wiener integrals
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
- THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE
- Approximation of fractional Brownian sheet by Wiener integral
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