Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155160 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
We characterize the domain of the Wiener integral with respect to a subfractional Brownian motion {SH(t)}t≥0,H∈(0,1),H≠12. The domain is a Hilbert space which contains the class of elementary functions as a dense subset. If 0
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Constantin Tudor,