When is a linear combination of independent fBm's equivalent to a single fBm? (Q873606)
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scientific article; zbMATH DE number 5138702
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| English | When is a linear combination of independent fBm's equivalent to a single fBm? |
scientific article; zbMATH DE number 5138702 |
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When is a linear combination of independent fBm's equivalent to a single fBm? (English)
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29 March 2007
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equivalence
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fractional Brownian motion
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frequency domain
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reproducing kernels
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stationary increments
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0.6876074
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0.6853347
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0.6853329
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0.6849198
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0.6824604
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0.67914677
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0.6737021
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