Potential Analysis

, Volume 10, Issue 3, pp 273–288 | Cite as

On Fractional Brownian Processes

  • Denis Feyel
  • Arnaud de la Pradelle
Article

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.

Liouville spaces fractional integrals Kolmogorov lemma fractional Brownian motion fractional Wiener integrals 

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Copyright information

© Kluwer Academic Publishers 1999

Authors and Affiliations

  • Denis Feyel
    • 1
  • Arnaud de la Pradelle
    • 2
  1. 1.Départment de MathématiquesUniversité d'Evry-Val d'EssonneEvry CedexFrance. E-mail
  2. 2.Laboratoire d'Analyse FonctionnelleUniversité Paris VI, Tour 46-0ParisFrance. E-mail

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