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