Remarks on the fractional Brownian motion.

Denis Feyel (1) , Arnaud de La Pradelle (2)

1 LAP - Laboratoire Analyse et Probabilités
2 AF - Analyse fonctionnelle

We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.

Mots clés: distributions; Hölder continuity; fractional Brownian motion; Skorohod integrals; Gaussian Sobolev spaces; rough paths; distributions.

Domaines: Probabilités [math.PR]

Denis Feyel, Arnaud de La Pradelle. Remarks on the fractional Brownian motion.. 2009. ⟨hal-00380284⟩