Title of article
On the two-parameter fractional Brownian motion and Stieltjes integrals for Hölder functions
Author/Authors
Constantin Tudor، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2003
Pages
17
From page
765
To page
781
Abstract
We extend the Stieltjes integral to Hölder functions of two variables and prove an existence and
uniqueness result for the corresponding deterministic ordinary differential equations and also for
stochastic equations driven by a two-parameter fractional Brownian motion.
2003 Elsevier Inc. All rights reserved.
Keywords
H?lder functions , Two-parameter fractional Brownian motion , Stieltjes integral
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2003
Journal title
Journal of Mathematical Analysis and Applications
Record number
930865
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