Une généralisation de l'intégrale stochastique de Wick–Itô |
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| Institution: | 1. Department of Mathematics, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel;2. Department of Mathematics, Shamoon College of Engineering, Beer-Sheva, Israel;3. Department of Electrical Engineering, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel |
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| Abstract: | The covariance of the fractional Brownian motion belongs to a family of positive functions introduced by Schoenberg in the 1930s. We show that one can define a stochastic integral for a large sub-family of the corresponding Gaussian second order stochastic processes. To cite this article: D. Alpay et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008). |
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