Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218)
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scientific article; zbMATH DE number 7096684
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| English | Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law |
scientific article; zbMATH DE number 7096684 |
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Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (English)
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21 August 2019
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fractional Brownian motion
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stochastic analysis
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transfer principle
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prediction
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equivalence in law
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0.748006284236908
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0.7280498743057251
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0.7240467667579651
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0.7240109443664551
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