Prediction law of fractional Brownian motion (Q1687206)

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Prediction law of fractional Brownian motion
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    title
    Prediction law of fractional Brownian motion (English)
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    author
    Tommi Sottinen
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    Lauri Viitasaari
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    publication date
    22 December 2017
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    zbMATH DE Number
    6821191
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    zbMATH Keywords
    fractional Brownian motion
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    prediction
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    regular conditional law
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    OpenAlex ID
    W2531537249
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