Fine properties of fractional Brownian motions on Wiener space
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter H under the p,r -capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener functionals via the integral representation discovered by Decreus...
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| Формат: | Journal article |
| Опубліковано: |
Elsevier
2018
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