• 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