On the Wiener integral with respect to the fractional Brownian motion

zbMath1007.60049MaRDI QIDQ700223

Constantin Tudor

Publication date: 30 September 2002

Published in: Boletín de la Sociedad Matemática Mexicana. Third Series (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionWiener integralreproducing kernelinner space of integrands

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Parameter estimation for stochastic equations with additive fractional Brownian sheet

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