Prediction law of fractional Brownian motion (Q1687206)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Prediction law of fractional Brownian motion
scientific article

    Statements

    Prediction law of fractional Brownian motion (English)
    0 references
    0 references
    0 references
    22 December 2017
    0 references
    0 references
    fractional Brownian motion
    0 references
    prediction
    0 references
    regular conditional law
    0 references
    0 references
    0 references