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Inner product spaces of integrands associated to subfractional Brownian motion

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  • Tudor, Constantin

Abstract

We characterize the domain of the Wiener integral with respect to a subfractional Brownian motion . The domain is a Hilbert space which contains the class of elementary functions as a dense subset. If any element of the domain is a function and if the domain is a space of distributions. The RKHS of SH is also determined.

Suggested Citation

  • Tudor, Constantin, 2008. "Inner product spaces of integrands associated to subfractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2201-2209, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:14:p:2201-2209
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    References listed on IDEAS

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    1. Bojdecki, T. & Gorostiza, L.G. & Talarczyk, A., 2006. "Limit theorems for occupation time fluctuations of branching systems I: Long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 116(1), pages 1-18, January.
    2. Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2004. "Sub-fractional Brownian motion and its relation to occupation times," RePAd Working Paper Series lrsp-TRS376, Département des sciences administratives, UQO.
    3. Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna, 2004. "Sub-fractional Brownian motion and its relation to occupation times," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 405-419, October.
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    Cited by:

    1. Shen, Guangjun & Chen, Chao, 2012. "Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)," Statistics & Probability Letters, Elsevier, vol. 82(2), pages 240-251.
    2. Yan, Litan & Shen, Guangjun, 2010. "On the collision local time of sub-fractional Brownian motions," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 296-308, March.

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