Abstract
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.
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Feyel, D., de la Pradelle, A. On Fractional Brownian Processes. Potential Analysis 10, 273–288 (1999). https://doi.org/10.1023/A:1008630211913
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DOI: https://doi.org/10.1023/A:1008630211913