Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218): Difference between revisions
From MaRDI portal
Latest revision as of 16:26, 30 December 2024
scientific article; zbMATH DE number 7096684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law |
scientific article; zbMATH DE number 7096684 |
Statements
Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (English)
0 references
21 August 2019
0 references
fractional Brownian motion
0 references
stochastic analysis
0 references
transfer principle
0 references
prediction
0 references
equivalence in law
0 references
0 references
0 references
