Are fractional Brownian motions predictable? (Q2904875)
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scientific article; zbMATH DE number 6071111
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| English | Are fractional Brownian motions predictable? |
scientific article; zbMATH DE number 6071111 |
Statements
Are Fractional Brownian Motions Predictable? (English)
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24 August 2012
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fractional Brownian motion
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predictable compensator
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local predictor
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finite energy processes
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weak Dirichlet processes
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0.8227978348731995
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0.8222649693489075
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0.8045380711555481
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0.7911526560783386
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0.7844854593276978
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