Abstract

In this paper we study the subfractional Brownian motion by using white noise analysis. First we recall a representation of subfractional Brownian motion on the white noise space and prove the existence of the Donsker delta function of subfractional Brownian motion. We also solve the Langevin equation and a Wick-type linear stochastic differential equation driven by subfractional Brownian motion by using the S-transform method.

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