Fractional Lévy processes on Gel’fand triple and stochastic integration

Abstract

In this paper, we investigate the long-range dependence of fractional Lévy processes on Gel’fand triple and construct stochastic integral with respect to fractional Lévy processes for a class of deterministic integrands.

Keywords

Gel’fand triple / fractional Lévy processes / long-range dependence / stochastic integral / reproducing kernel Hilbert space

References

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