Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions
We prove the stochastic Fubini theorem for Wiener integrals with respect to fractional Brownian motions. By using this theorem, we establish conditions for the mean-square and pathwise differentiability of fractional integrals whose kernels contain fractional Brownian motions.
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| Date: | 2001 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
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Institute of Mathematics, NAS of Ukraine
2001
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4218 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860510349486194688 |
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| author | Krvavich, Yu. V. Mishura, Yu. S. Крвавич, Ю. В. Мішура, Ю. С. |
| author_facet | Krvavich, Yu. V. Mishura, Yu. S. Крвавич, Ю. В. Мішура, Ю. С. |
| author_sort | Krvavich, Yu. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:25:00Z |
| description | We prove the stochastic Fubini theorem for Wiener integrals with respect to fractional Brownian motions. By using this theorem, we establish conditions for the mean-square and pathwise differentiability of fractional integrals whose kernels contain fractional Brownian motions. |
| first_indexed | 2026-03-24T02:55:35Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4218 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | Ukrainian English |
| last_indexed | 2026-03-24T02:55:35Z |
| publishDate | 2001 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/86/ab7cd04b0fcdcd4b1d6fb730336af686.pdf |
| spelling | umjimathkievua-article-42182020-03-18T20:25:00Z Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions Диференційовність дробових інтегралів, ядра яких ви- значаються за допомогою фрактального броунівського руху Krvavich, Yu. V. Mishura, Yu. S. Крвавич, Ю. В. Мішура, Ю. С. We prove the stochastic Fubini theorem for Wiener integrals with respect to fractional Brownian motions. By using this theorem, we establish conditions for the mean-square and pathwise differentiability of fractional integrals whose kernels contain fractional Brownian motions. Доведено стохастичну теорему Фубіні для вінерівських інтегралів відносно фрактального броунівського руху. За її допомогою одержано умови середньоквадратичної і потраєкторної диференційовносгі дробових інтегралів, ядра яких містять фрактальний броунівський рух. Institute of Mathematics, NAS of Ukraine 2001-01-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4218 Ukrains’kyi Matematychnyi Zhurnal; Vol. 53 No. 1 (2001); 30-40 Український математичний журнал; Том 53 № 1 (2001); 30-40 1027-3190 uk en https://umj.imath.kiev.ua/index.php/umj/article/view/4218/5140 https://umj.imath.kiev.ua/index.php/umj/article/view/4218/5141 Copyright (c) 2001 Krvavich Yu. V.; Mishura Yu. S. |
| spellingShingle | Krvavich, Yu. V. Mishura, Yu. S. Крвавич, Ю. В. Мішура, Ю. С. Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title | Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title_alt | Диференційовність дробових інтегралів, ядра яких ви-
значаються за допомогою фрактального броунівського руху |
| title_full | Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title_fullStr | Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title_full_unstemmed | Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title_short | Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions |
| title_sort | differentiability of fractional integrals whose kernels contain fractional brownian motions |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4218 |
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