The existence of Riemann-Stieltjes integrals with applications to fractional Brownian motion
Abstract
We derive general sufficient conditions for the existence of Riemann-Stieltjes integrals ∫ab Yd X. Our results extend the classical conditions of L.C.Young and improve some recent results that deal with integrals involving a fractional Brownian motion with the Hurst index H>1/2.
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