Fractional Brownian fields, duality, and martingales
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Publication:3592309
DOI10.1214/074921706000000770zbMath1129.60036arXivmath/0612694OpenAlexW1573478831MaRDI QIDQ3592309
Vladimir Dobric, Francisco M. Ojeda
Publication date: 12 September 2007
Published in: High Dimensional Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0612694
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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