How to proof that $$ \frac{1}{2}(t^{2H} + s^{2H} -|t-s|^{2H})= H(2H-1) \int_0^t \int_0^s |u-v|^{2H-2} \, du \, dv $$ I have trying to usee derivative in the right hand but I have a doubt as to the born of integration.
Integral with absolute value
0
$\begingroup$
definite-integrals
-
0Please see http://meta.math.stackexchange.com/questions/3399/why-should-we-accept-answers and http://meta.math.stackexchange.com/questions/3286/how-do-i-accept-an-answer? – 2012-10-16