Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634)
From MaRDI portal
scientific article; zbMATH DE number 5937194
Language | Label | Description | Also known as |
---|---|---|---|
English | Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5937194 |
Statements
Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (English)
0 references
9 August 2011
0 references