Tetyana Yakovenko, Rostyslav Yamnenko, “Generalized fractional Brownian motion in Orlicz spaces”, Theory Stoch. Process., 2008, том 14(30), выпуск 4,страницы 174

Generalized fractional Brownian motion in Orlicz spaces

Tetyana Yakovenko, Rostyslav Yamnenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Аннотация: The notion of the generalized fractional Brownian motion is introduced in the paper. The conditions of belonging the sample paths of such processes to functional Orlicz spaces with probability one arc found.

Ключевые слова: Stochastic processes, Orlicz space, generalized fractional Brownian motion, strictly Orlicz random variables.

MSC: Primary 60G17; Secondary 60G07

Язык публикации: английский