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On Fractional Brownian Processes |
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| Authors: | Feyel Denis de la Pradelle Arnaud |
| Institution: | (1) Départment de Mathématiques, Université d'Evry-Val d'Essonne, Boulevard des Coquibus, 91025 Evry Cedex, France. E-mail;(2) Laboratoire d'Analyse Fonctionnelle, Université Paris VI, Tour 46-0, 4 place Jussieu, 75052 Paris, France. E-mail |
| Abstract: | We use Liouville spaces in order to prove the existence of some different fractional  -Brownian motion ( 0 <  1 ), or fractional ( ,  )-Brownian sheets. There are also applications to the Wiener stochastic integral with respect to these -Brownian. |
| Keywords: | Liouville spaces fractional integrals Kolmogorov lemma fractional Brownian motion fractional Wiener integrals |
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