Are Classes of Deterministic Integrands for Fractional Brownian Motion on an Interval Complete?
- 1 December 2001
- Vol. 7 (6) , 873
- https://doi.org/10.2307/3318624
Abstract
Let BH be a fractional Brownian motion with self-similarity parameter H ∈ (0, 1) and a > 0 be a fixed real number. Consider the integral ∫0 af(u) dBH(u), whe...Keywords
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