Remarks on the fractional Brownian motion
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
math.PR↗
arXiv subjects
Arnaud De La Pradelle
Publications and source records attributed to Arnaud De La Pradelle.
A non commutative sewing lemma
In a preceding paper [E.J.ofProb.34,860-892,(2006)], we proved a sewing lemma which was a key result for the study of Holder continuous functions. In this paper we give a non-commutative version of this lemma with some applications.
math.PR↗