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math.PR2009
Remarks on the fractional Brownian motion
Denis Feyel, Arnaud De La Pradelle
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.PR2007
A non commutative sewing lemma
Denis Feyel, Arnaud De La Pradelle, Gabriel Mokobodzki
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-commu…