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
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
Journal title :
Journal of Mathematical Analysis and Applications