Adapted integral representations of random variables

DOI10.1142/S2010194515600046zbMath1337.60110arXiv1404.7518OpenAlexW2118660392MaRDI QIDQ2803668

Lauri Viitasaari, Georgiy M. Shevchenko

Publication date: 2 May 2016

Published in: International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7518

zbMATH Keywords

fractional Brownian motionintegral representationsgeneralized Lebesgue-Stieltjes integralmixed fractional Brownian motionpathwise integralHölder processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Related Items (2)

Integral representation with respect to fractional Brownian motion under a log-Hölder assumption ⋮ Small ball properties and representation results

Cites Work

• Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion
• Integral representation of random variables with respect to Gaussian processes

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