Inner product spaces of integrands associated to subfractional Brownian motion

Constantin Tudor

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2201-2209

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.

Date: 2008
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