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Zbl 0944.60045
Feyel, Denis; de La Pradelle, Arnaud
On fractional Brownian processes. (English)
[J] Potential Anal. 10, No.3, 273-288 (1999). ISSN 0926-2601; ISSN 1572-929X/e

The existence of some more fractional $\alpha$-Brownian motions and $(\alpha, \beta)$-Brownian sheets related to the Liouville spaces ${\germ F}_{\alpha,p}$, $0<\alpha\le 1$, $p>1$, is proved. Integrals with respect to fractional Brownian motions are considered as well.
[N.Kalinauskait\D{e} (Vilnius)]

MSC 2000:: *60G15 Gaussian processes
60G17 Sample path properties

Keywords: Liouville spaces; fractional integrals; fractional Brownian motion; fractional Wiener integrals; Kolmogorov lemma

Cited in: Zbl 1036.60031

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