Fractional Brownian fields, duality, and martingales (Q3592309)

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Fractional Brownian fields, duality, and martingales
scientific article

    Statements

    title
    Fractional Brownian fields, duality, and martingales (English)
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    author
    Vladimir Dobric
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    Francisco M. Ojeda
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    publication date
    12 September 2007
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    zbMATH Keywords
    fractional Brownian motion
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    integral representation
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    Gaussian martingales
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60H10
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    60G44
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    zbMATH DE Number
    5190514
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    OpenAlex ID
    W1573478831
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    arXiv ID
    math/0612694
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