Publication:5571417
From MaRDI portal
zbMath0181.20704MaRDI QIDQ5571417
Publication date: 1969
Related Items
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus, Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion, Transformation formulas for fractional Brownian motion, A frequency domain approach to some results on fractional Brownian motion, On some maximal inequalities for fractional Brownian motions, On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion, Large deviations for optimal filtering with fractional Brownian motion, Properties of integrals with respect to fractional Poisson processes with compact kernels, Representation Formulae for the Fractional Brownian Motion, On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation