Representations of fractional Brownian motion using vibrating strings (Q2575814)
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scientific article; zbMATH DE number 2235933
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| English | Representations of fractional Brownian motion using vibrating strings |
scientific article; zbMATH DE number 2235933 |
Statements
Representations of fractional Brownian motion using vibrating strings (English)
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7 December 2005
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Krein correspondence
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Moving average representation
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Series expansion
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0.7570793032646179
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0.7434952855110168
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0.7365409135818481
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0.7351461052894592
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