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On the Wiener integral with respect to a sub-fractional Brownian motion on an interval. (English) Zbl 1154.60041
Summary: The domain Λ k,T sf of the Wiener integral with respect to a sub-fractional Brownian motion (S t k ) t[0,T] , k(-1 2,1 2), k0, is characterized. The set Λ k,T sf is a Hilbert space which contains the class of elementary functions as a dense subset. If k(-1 2,0), any element of Λ k,T sf is a function and if k(0,1 2), the domain Λ k,T sf is a space of distributions.
MSC:
60H05Stochastic integrals
60G15Gaussian processes
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