On Fractional Brownian Processes

被引：0

作者：

Denis Feyel

Arnaud de la Pradelle

机构：

[1] Université d'Evry-Val d'Essonne,Départment de Mathématiques

[2] Université Paris VI,Laboratoire d'Analyse Fonctionnelle

[3] Tour 46-0,undefined

来源：

Potential Analysis | 1999年 / 10卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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

引用

页码：273 / 288

页数：15

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