On fractional Brownian processes
type: Item
instance of: scholarly article
title: On fractional Brownian processes
zbMATH Open document ID: 0944.60045
DOI: 10.1023/A:1008630211913
author: Denis Feyel
author: Arnaud De La Pradelle
published in: Potential Analysis
publication date: 1999-11-11T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 1334564
zbMATH Keywords: Liouville spaces
zbMATH Keywords: fractional integrals
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: fractional Wiener integrals
zbMATH Keywords: Kolmogorov lemma
reviewed by: Nijolė Kalinauskaitė
MaRDI profile type: Publication
full work available at URL: a:1008630211913
OpenAlex ID: W2298882547
description: scientific article; zbMATH DE number 1334564