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On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

  • Published:2009-03 Issue:1 Volume:351 Page:456-468
  • ISSN:0022-247X
  • Container-title:Journal of Mathematical Analysis and Applications
  • language:en
  • Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Tudor Constantin

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference22 articles.

1. Sub-fractional Brownian motion and its relation to occupation times;Bojdecki;Statist. Probab. Lett.,2004

2. Fractional Brownian density process and its self-intersection local time of order k;Bojdecki;J. Theoret. Probab.,2004

3. Limit theorems for occupation time fluctuations of branching systems 1: Long-range dependence;Bojdecki;Stochastic Process. Appl.,2006

4. A series expansion of fractional Brownian motion;Dzhaparidze;Probab. Theory Related Fields,2004

5. Tables of Integrals, Series and Products;Gradshteyn,1980

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