Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634)
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scientific article; zbMATH DE number 5937194
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English | Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5937194 |
Statements
Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (English)
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9 August 2011
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