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On the Wiener integral with respect to a sub-fractional Brownian motion on an interval |
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| Authors: | Constantin Tudor |
| Institution: | University of Bucharest, Faculty of Mathematics and Informatics, Str. Academiei 14, 010014 Bucharest, Romania |
| Abstract: | The domain  of the Wiener integral with respect to a sub-fractional Brownian motion  ,  , k≠0, is characterized. The set  is a Hilbert space which contains the class of elementary functions as a dense subset. If  , any element of  is a function and if  , the domain  is a space of distributions. |
| Keywords: | Brownian motion Fractional Brownian motion Sub-fractional Brownian motion Wiener integral Tempered distribution |
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