AbstractFor 0 < α < 2, an integrated fractional Fourier transform Fα of Wiener type, closely related to fractional Levy Brownian motion Xα, is established. By means of this transform, transform, the reproducing Kernel Hilbert space and the covariance operator of Xα are characterized and the connection between Xα and the Laplacian is shown. As a further application a Blaschke-Fuglede-type theorem for a fractional Radon transform is derived
We discuss some of the mathematical properties of the fractional derivative defined by means of Four...
AbstractWe prove that for any second order stochastic process X with stationary increments with cont...
In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on tw...
AbstractFor 0 < α < 2, an integrated fractional Fourier transform Fα of Wiener type, closely related...
Let $X$ be a fractional Brownian motion. It is known that $M_t=int m_t dX,, tge 0$, where $m_t$ is a...
In this paper we develop the spectral theory of the fractional Brownian motion (fBm) using the ideas...
Mathematical Subject Classification 2010: 35R11, 42A38, 26A33, 33E12.The method of integral transfor...
Let (L2) B ̇- and (L2) b ̇- be the spaces of generalized Brownian functionals of the white noises Ḃ ...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
AbstractWe characterize the domain of the Wiener integral with respect to the fractional Brownian mo...
AbstractWe derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion...
International audienceWe discuss the relationships between some classical representations of the fra...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive ex...
MSC 2010: 35R11, 42A38, 26A33, 33E12The method of integral transforms based on joint application of ...
We discuss some of the mathematical properties of the fractional derivative defined by means of Four...
AbstractWe prove that for any second order stochastic process X with stationary increments with cont...
In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on tw...
AbstractFor 0 < α < 2, an integrated fractional Fourier transform Fα of Wiener type, closely related...
Let $X$ be a fractional Brownian motion. It is known that $M_t=int m_t dX,, tge 0$, where $m_t$ is a...
In this paper we develop the spectral theory of the fractional Brownian motion (fBm) using the ideas...
Mathematical Subject Classification 2010: 35R11, 42A38, 26A33, 33E12.The method of integral transfor...
Let (L2) B ̇- and (L2) b ̇- be the spaces of generalized Brownian functionals of the white noises Ḃ ...
Stochastic analysis with respect to fractional Brownian motion. Fractional Brownian motion (fBM for ...
AbstractWe characterize the domain of the Wiener integral with respect to the fractional Brownian mo...
AbstractWe derive a Molchan–Golosov-type integral transform which changes fractional Brownian motion...
International audienceWe discuss the relationships between some classical representations of the fra...
Click on the DOI link to access the article (may not be free).Starting with a discussion about the r...
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive ex...
MSC 2010: 35R11, 42A38, 26A33, 33E12The method of integral transforms based on joint application of ...
We discuss some of the mathematical properties of the fractional derivative defined by means of Four...
AbstractWe prove that for any second order stochastic process X with stationary increments with cont...
In this paper, a fractional version of the Clifford-Fourier transform is introduced, depending on tw...