On fractional Brownian processes (Q1301761)
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scientific article; zbMATH DE number 1334564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On fractional Brownian processes |
scientific article; zbMATH DE number 1334564 |
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On fractional Brownian processes (English)
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11 November 1999
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The existence of some more fractional \(\alpha\)-Brownian motions and \((\alpha, \beta)\)-Brownian sheets related to the Liouville spaces \({\mathfrak F}_{\alpha,p}\), \(0<\alpha\leq 1\), \(p>1\), is proved. Integrals with respect to fractional Brownian motions are considered as well.
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Liouville spaces
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fractional integrals
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fractional Brownian motion
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fractional Wiener integrals
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Kolmogorov lemma
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