On the Wiener integral with respect to the fractional Brownian motion on an interval
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Publication:879050
DOI10.1016/j.jmaa.2006.07.100zbMath1185.60057OpenAlexW2001372448MaRDI QIDQ879050
Publication date: 4 May 2007
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.2006.07.100
Fractional processes, including fractional Brownian motion (60G22) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Applications of functional analysis in probability theory and statistics (46N30)
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