Issoglio, E.; Riedle, M. - In: Stochastic Processes and their Applications 124 (2014) 11, pp. 3507-3534
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of cylindrical random variables and cylindrical measures. The...