Fractional Brownian fields, duality, and martingales (Q3592309)
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scientific article; zbMATH DE number 5190514
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional Brownian fields, duality, and martingales |
scientific article; zbMATH DE number 5190514 |
Statements
Fractional Brownian fields, duality, and martingales (English)
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12 September 2007
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fractional Brownian motion
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integral representation
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Gaussian martingales
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0.9332127
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0.9290209
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0.92369866
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0.9171994
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0.9165398
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0.9113033
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0.90668803
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0.9005043
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