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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 3, Fasc. 2,
pages 173 - 189
 

FRACTIONAL CALCULUS IN PROBABILITY

Nguyen Van Thu

Abstract: Operators Ia  and Da(a  > 0) are defined on i.d.p.m.’s on a Banach space in such a way that they stand for some analogues of fractional integration and differentiation on functions. Further, we apply the theory to give a new characterization of stable measures and Gaussian measures on Banach spaces.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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