{"entities":{"Q1304018":{"pageid":1314768,"ns":120,"title":"Item:Q1304018","lastrevid":70646301,"modified":"2026-04-13T15:56:22Z","type":"item","id":"Q1304018","labels":{"en":{"language":"en","value":"An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1348244"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$31325C04-B0A6-4A81-B34D-CA61FDBED5D8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1c2dd915abea8626b7baed6481878056f82970d9","datavalue":{"value":{"text":"An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1304018$95813EBE-66B0-4AE4-AB03-1B172CFA05E3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5b5008bbd93de8e6811fc67aa25d2788e9e6184c","datavalue":{"value":"0955.60034","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$2F6443EE-4E24-46C9-AEF8-49682DE5FEF7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d7ba25f998e95abc339eaa9da6756860ec0f0f65","datavalue":{"value":"10.2307/3318691","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$B634DB4B-DD31-4F97-AAFD-455409EF3CD1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"199e548c8e6d721321a8b3022e8bdc3ec38a93e3","datavalue":{"value":{"entity-type":"item","numeric-id":237817,"id":"Q237817"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$455FB9FD-3CDF-4FEE-80DF-D14717C67E2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b2ec4af87ea3191ee75ead0f8e677cd81573fec6","datavalue":{"value":{"entity-type":"item","numeric-id":180719,"id":"Q180719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$45EAC969-C4B5-4559-BFD3-1CC517DF708A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7f7229a954568717cff1d04859854284840188ac","datavalue":{"value":{"entity-type":"item","numeric-id":813957,"id":"Q813957"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$6FCCCEEA-FB03-49DA-9E3A-180D8F8DD51E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$09969648-B726-4657-AA43-2FBB3F3244C3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fe9cdc9fea0f62a3761366f665117f66782be2b3","datavalue":{"value":{"time":"+2001-02-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1304018$37E79009-99C2-4537-B813-D9609BA43C23","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4c203cd75198f0eb41e4c0b80b61eaedc65d66f3","datavalue":{"value":"The Radon-Nikodym derivative between a centred fractional Brownian motion \\(Z\\) and the same process with constant drift is derived by finding an integral transformation which changes \\(Z\\) to a process with independent increments. A representation of \\(Z\\) through a standard Brownian motion on a finite interval is given. The maximum-likelihood estimator of the drift and some other applications are presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$AE760615-4327-48A0-AB30-1D6394D5226D","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"b1380e3baa79c541cee4fc0fed4c3bd9b04d114a","datavalue":{"value":{"entity-type":"item","numeric-id":416868,"id":"Q416868"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$071FE31C-719C-4099-AB34-06C5DFC09A38","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$D67EA023-632A-4C10-A187-BE8439F75C41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6dcf2f806cc77a4db2a480620ee6a334ccf234d3","datavalue":{"value":"60G25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$7B2AC5E7-7BD5-45A2-BFA0-D79CD15BDE6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bd7396e581eb25292ce09011a9f74bd438344521","datavalue":{"value":"60G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$98F75F07-4F77-4BBA-9AA6-C54044E1EE00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8c3a7678e788608ec4877eed0c7585e06c0f97ef","datavalue":{"value":"62M99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$3E9F12F8-BD95-48E4-8EA3-4751A910B203","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6278744fc35723421dab9fa5f9163feade820105","datavalue":{"value":"1348244","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$84B076E8-0FBC-45F9-8634-7A821DD2C9B9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6602006d6ccebfb0f7bf021d4b9c5fbb0554e04a","datavalue":{"value":"fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$A4446473-2BEF-4A5D-B2E2-D7A6A99A7F4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"344a75d07128bb35b241ddcf671808252d6d0c6d","datavalue":{"value":"Gaussian martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$E0B1ADC4-F0A6-40CC-80CE-346E2670EC60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6696eed43e883490b484a0391e772f48995aabd9","datavalue":{"value":"Girsanov density","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$59F13D3B-893C-4F43-B007-89DA25E0B940","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"97e85c28ba799dde6603c72c1e63a9aa8aa4a878","datavalue":{"value":"beta function","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$DBAE0773-63E1-48BC-9BCF-C0C40C00D391","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0e260a17d00bfafcfc311a25b54438bcfcb648a1","datavalue":{"value":"maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q1304018$DFD73C32-0A13-4246-83AB-3229689A43AC","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1304018$65A7B0E7-7238-4509-9E69-157E1B40D1E9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"92ad5f393e5e526233d178a1a7c15bd00bce13e1","datavalue":{"value":"https://doi.org/10.2307/3318691","type":"string"},"datatype":"url"},"type":"statement","id":"Q1304018$BBF6AD7B-C1EB-4FBE-81CA-04998CEDD30F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"859eda8e6e63b82b2be0e71d2d773c92f7ecbc17","datavalue":{"value":"W2040337767","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1304018$5063D2C5-BA17-490F-AF4E-68716D33A2CC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c5fd832e4f515dbfc165db9bb887a75f121511f0","datavalue":{"value":{"entity-type":"item","numeric-id":423299,"id":"Q423299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24e66afdcc14b795cb8616a416242752577858df","datavalue":{"value":{"amount":"+0.8028512597084045","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1304018$6A3191FF-92B5-4B2F-9305-C146388F170E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f4572312a812dd7251a79e2be4a6b0c0f227f87c","datavalue":{"value":{"entity-type":"item","numeric-id":1288464,"id":"Q1288464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c31aafbf28d7c760179ea741f8a7ac00f119877a","datavalue":{"value":{"amount":"+0.8010448813438416","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1304018$871E1429-6C20-447B-B6A0-3116BB0A8193","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cf2dda2e0439fa79e742c98dd84b896452e56b7a","datavalue":{"value":{"entity-type":"item","numeric-id":5263966,"id":"Q5263966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0710714a16338721fc0cfc426a0e7a07ed93cfde","datavalue":{"value":{"amount":"+0.7998487949371338","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1304018$7261B4C2-B37A-473B-8453-C4C35BC1B953","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2e5bcb23f11e59a9ca2dd380b9b6dfddfbd3699f","datavalue":{"value":{"entity-type":"item","numeric-id":2707627,"id":"Q2707627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a0f4b05652114125b34d6cfc92378481de3b8058","datavalue":{"value":{"amount":"+0.7968505024909973","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1304018$BBDBE502-D8DB-409B-8C13-176FC13698CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"36577d4a62be6832e4e96d18381243e2aae786d7","datavalue":{"value":{"entity-type":"item","numeric-id":4226120,"id":"Q4226120"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9a8df7f33e734b3ef3d0c9e6764a77649955482","datavalue":{"value":{"amount":"+0.7918469309806824","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1304018$73468F75-81CE-4D4E-8065-25222190E45D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/An_elementary_approach_to_a_Girsanov_formula_and_other_analytical_results_on_fractional_Brownian_motions"}}}}}