On the Wiener integral with respect to the fractional Brownian motion

MaRDI QIDQ700223zbMATHFDO

Authors Constantin Tudor

Publication date 30 September 2002

Published in Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionreproducing kernelWiener integralinner space of integrands

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• On the Wiener integral with respect to the fractional Brownian motion on an interval
• Inner product spaces of integrands associated to subfractional Brownian motion
• Integration questions related to fractional Brownian motion
• Intégrale stochastique pour le mouvement brownien fractionnaire
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

Cited in

(13)

• On the Wiener integral with respect to the fractional Brownian motion on an interval
• Random variables as pathwise integrals with respect to fractional Brownian motion
• The Wiener integral with respect to second order processes with stationary increments
• THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE
• Approximation of fractional Brownian motion by Wiener integrals
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
• Integration questions related to fractional Brownian motion
• Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
• Inner product spaces of integrands associated to subfractional Brownian motion
• Approximation of fractional Brownian sheet by Wiener integral
• Differentiability of fractional integrals whose kernels contain fractional Brownian motion
• scientific article; zbMATH DE number 5026323 (Why is no real title available?)
• Parameter estimation for stochastic equations with additive fractional Brownian sheet

This page was built for publication: On the Wiener integral with respect to the fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q700223)