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
收藏
页码：273 / 288
页数：15
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