Multiple fractional integrals

Authors
Dasgupta, A Kallianpur, G
Citation
A. Dasgupta et G. Kallianpur, Multiple fractional integrals, PROB TH REL, 115(4), 1999, pp. 505-525
Citations number
11
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
115
Issue
4
Year of publication
1999
Pages
505 - 525
Database
ISI
SICI code
0178-8051(199912)115:4<505:MFI>2.0.ZU;2-E
Abstract
Multiple integrals with respect to fractional Brownian motion (with H > 1/2 ) are constructed for a large class of functions. The first and second mome nts of the multiple integrals are explicitly identified.