Linear Problems for a Fractional Brownian Motion: Group Approach (Q4442887)
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scientific article; zbMATH DE number 2030760
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| English | Linear Problems for a Fractional Brownian Motion: Group Approach |
scientific article; zbMATH DE number 2030760 |
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Linear Problems for a Fractional Brownian Motion: Group Approach (English)
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21 January 2004
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fractional Brownian motion
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extrapolation
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Girsanov's formula
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0.7857524752616882
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0.7740407586097717
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0.761690616607666
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0.7586536407470703
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