A note on fractional Brownian motion (Q1879158)

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A note on fractional Brownian motion
scientific article

    Statements

    title
    A note on fractional Brownian motion (English)
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    author
    Tran Hung Thao
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    publication date
    22 September 2004
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    zbMATH Keywords
    fractional Brownian motion
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    semimartingales
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60J65
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    60G48
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    zbMATH DE Number
    2101836
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