Fractional Brownian fields, duality, and martingales

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

zbMATH Keywords

fractional Brownian motionintegral representationGaussian martingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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