Representation Formulae for the Fractional Brownian Motion
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Publication:3086791
DOI10.1007/978-3-642-15217-7_1zbMath1221.60050arXiv0912.3168OpenAlexW3087286491MaRDI QIDQ3086791
Publication date: 30 March 2011
Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.3168
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
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