Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218)

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scientific article; zbMATH DE number 7096684
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Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law
scientific article; zbMATH DE number 7096684

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    Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (English)
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    21 August 2019
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    fractional Brownian motion
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    stochastic analysis
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    transfer principle
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    prediction
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    equivalence in law
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