The covariance of the fractional Brownian motion belongs to a family of positive functions introduced by Schoenberg in the 1930s. We show that one can define a stochastic integral for a large sub-family of the corresponding Gaussian second order stochastic processes. To cite this article: D. Alpay et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008).
ASJC Scopus subject areas
- Mathematics (all)