Fractional Brownian fields, duality, and martingales (Q3592309): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1573478831 / rank | |||
Normal rank | |||
Revision as of 22:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian fields, duality, and martingales |
scientific article |
Statements
Fractional Brownian fields, duality, and martingales (English)
0 references
12 September 2007
0 references
fractional Brownian motion
0 references
integral representation
0 references
Gaussian martingales
0 references
