Representation Formulae for the Fractional Brownian Motion (Q3086791)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation Formulae for the Fractional Brownian Motion |
scientific article |
Statements
Representation Formulae for the Fractional Brownian Motion (English)
0 references
30 March 2011
0 references
fractional Brownian motion
0 references
stochastic integral representations
0 references
Cameron-Martin space
0 references
0 references
0 references
0 references
0 references
0 references
0 references
