Fractional Brownian fields, duality, and martingales (Q3592309)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fractional Brownian fields, duality, and martingales |
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
