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scientific article

    Statements

    author
    Q208046
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    publication date
    18 November 2001
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    zbMATH Keywords
    fractional Brownian motion
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    Cameron-Martin-Girsanov formula
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    fractional calculus
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    differential and integral equations of fractional order
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    prediction
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G60
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    60G25
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    60H30
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    60J65
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    35S15
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    60G15
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    zbMATH DE Number
    1583962
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