Title of article
On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
Author/Authors
Tudor، نويسنده , , Constantin، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2009
Pages
13
From page
456
To page
468
Abstract
The domain Λ k , T s f of the Wiener integral with respect to a sub-fractional Brownian motion ( S t k ) t ∈ [ 0 , T ] , k ∈ ( − 1 2 , 1 2 ) , k ≠ 0 , is characterized. The set Λ k , T s f is a Hilbert space which contains the class of elementary functions as a dense subset. If k ∈ ( − 1 2 , 0 ) , any element of Λ k , T s f is a function and if k ∈ ( 0 , 1 2 ) , the domain Λ k , T s f is a space of distributions.
Keywords
Brownian motion , Sub-fractional Brownian motion , Wiener integral , Tempered distribution , Fractional Brownian motion
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2009
Journal title
Journal of Mathematical Analysis and Applications
Record number
1559661
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