Representation formulae for the fractional Brownian motion (Q3086791)
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| English | Representation formulae for the fractional Brownian motion |
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Representation Formulae for the Fractional Brownian Motion (English)
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30 March 2011
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fractional Brownian motion
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stochastic integral representations
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Cameron-Martin space
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0.8066068887710571
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0.8057425618171692
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0.8022733330726624
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0.7997353076934814
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0.791797935962677
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