Conditional expectations and martingales in the fractional Brownian field

DOI10.1214/09-IMSCOLL515MaRDI QIDQ2900959zbMATH OpenFDO

Authors Vladimir Dobrić, Francisco M. Ojeda

Publication date 26 July 2012

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.imsc/1265119271

zbMATH Keywords

fractional Brownian motionsfractional Brownian fieldfundamental martingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44) Self-similar stochastic processes (60G18)

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