Are Fractional Brownian Motions Predictable? (Q2904875)

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Are Fractional Brownian Motions Predictable?
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    title
    Are Fractional Brownian Motions Predictable? (English)
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    author
    Adam Jakubowski
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    publication date
    24 August 2012
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    Mathematics Subject Classification ID
    60G22
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    60G15
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    60G25
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    60G48
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    zbMATH DE Number
    6071111
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    zbMATH Keywords
    fractional Brownian motion
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    predictable compensator
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    local predictor
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    finite energy processes
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    weak Dirichlet processes
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