On fractional Brownian processes

被引：72

作者：

Feyel, D

De la Pradelle, A

机构：

[1] Univ Evry Val Essonne, Dept Math, F-91025 Evry, France

[2] Univ Paris 06, Lab Anal Fonct, F-75052 Paris, France

来源：

POTENTIAL ANALYSIS | 1999年 / 10卷 / 03期

关键词：

Liouville spaces; fractional integrals; Kolmogorov lemma; fractional Brownian motion; fractional Wiener integrals;

D O I：

10.1023/A:1008630211913

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We use Liouville spaces in order to prove the existence of some different fractional alpha-Brownian motion (0 < alpha less than or equal to 1), or fractional (alpha,beta)-Brownian sheets. There are also applications to the Wiener stochastic integral with respect to these alpha-Brownian.

引用

页码：273 / 288

页数：16

共 10 条

[1]

DECREUSEFOND L, 1995, APPL CALCUL VARIATIO

[2]

DENIS L, 1992, CR ACAD SCI I-MATH, V315, P599

[3] GAUSSIAN CAPACITIES [J].