Electronic Resource
Springer
Probability theory and related fields
115 (1999), S. 505-525
ISSN:
1432-2064
Keywords:
Mathematics Subject Classification (1991): 60G15, 60H05
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract. Multiple integrals with respect to fractional Brownian motion (with H 〉 1/2) are constructed for a large class of functions. The first and second moments of the multiple integrals are explicitly identified.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s004400050247
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