On the prediction of fractional Brownian motion (Q4891671): Difference between revisions

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scientific article; zbMATH DE number 926243
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English
On the prediction of fractional Brownian motion
scientific article; zbMATH DE number 926243

    Statements

    On the prediction of fractional Brownian motion (English)
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    27 October 1996
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    fractional Brownian motion
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    stochastic integration
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    prediction
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