On the prediction of fractional Brownian motion

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DOI10.2307/3215063zbMATH Open0861.60049OpenAlexW2069786653MaRDI QIDQ4891671FDOQ4891671


Authors: Ilkka Norros, Gustaf Gripenberg Edit this on Wikidata


Publication date: 27 October 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215063




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