On Gaussian processes equivalent in law to fractional Brownian motion
DOI10.1023/B:JOTP.0000020696.99064.5DzbMATH Open1049.60030OpenAlexW1970549031MaRDI QIDQ1827446FDOQ1827446
Authors: Tommi Sottinen 
Publication date: 6 August 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000020696.99064.5d
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Cited In (10)
- Representations of fractional Brownian motion using vibrating strings
- Transfer principle for \(n\)th order fractional Brownian motion with applications to prediction and equivalence in law
- Erratum: ``A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
- When is a linear combination of independent fBm's equivalent to a single fBm?
- A connection between the stochastic heat equation and fractional Brownian motion, and a simple proof of a result of Talagrand
- Stochastic analysis of Gaussian processes via Fredholm representation
- Representation of self-similar Gaussian processes
- On the equivalence of multiparameter Gaussian processes
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- Long-range dependent completely correlated mixed fractional Brownian motion
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