Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process

DOI10.1070/RM2011v066n02ABEH004746zbMath1225.60064MaRDI QIDQ5198634

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Publication date: 9 August 2011

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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