Potential Analysis

, Volume 10, Issue 3, pp 273–288

On Fractional Brownian Processes


  • Denis Feyel
    • Départment de MathématiquesUniversité d'Evry-Val d'Essonne
  • Arnaud de la Pradelle
    • Laboratoire d'Analyse FonctionnelleUniversité Paris VI, Tour 46-0

DOI: 10.1023/A:1008630211913

Cite this article as:
Feyel, D. & de la Pradelle, A. Potential Analysis (1999) 10: 273. doi:10.1023/A:1008630211913


We use Liouville spaces in order to prove the existence of some different fractional α-Brownian motion ( 0 < α ≤ 1 ), or fractional ( α, β )-Brownian sheets. There are also applications to the Wiener stochastic integral with respect to these α-Brownian.

Liouville spacesfractional integralsKolmogorov lemmafractional Brownian motionfractional Wiener integrals

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© Kluwer Academic Publishers 1999