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Publication:2707627
zbMath0973.60059MaRDI QIDQ2707627
Publication date: 18 November 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionfractional Brownian motionfractional calculusCameron-Martin-Girsanov formuladifferential and integral equations of fractional order
Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Boundary value problems for PDEs with pseudodifferential operators (35S15) Stochastic integrals (60H05) Prediction theory (aspects of stochastic processes) (60G25)
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