scientific article; zbMATH DE number 1145284

zbMATH Open0903.60028MaRDI QIDQ4384574FDOQ4384574

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Publication date: 20 December 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processesfractional Brownian motionlimit theoremsincrements

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Cited In (3)

• On the large increments of fractional Brownian motion
• On some generalization of fractional Brownian motions
• An integral equation for Root's barrier and the generation of Brownian increments

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