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 |
| Published: |
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 |
| Download file: |  |