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Heuristic Approach to Some Laws for Brownian Motion

✍ Scribed by J. P. Imhof

Book ID
115056609
Publisher
John Wiley and Sons
Year
1987
Tongue
French
Weight
236 KB
Volume
15
Category
Article
ISSN
0319-5724

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πŸ“œ SIMILAR VOLUMES

A frequency domain approach to some resu
A frequency domain approach to some results on fractional Brownian motion
✍ K. Dzhaparidze; J.A. Ferreira πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 197 KB

Let X be a fractional Brownian motion. It is known that M t = m t dX; t ΒΏ 0, where m t is a certain kernel, deΓΏnes a martingale M , and also that X can be represented by X t = x t dM; t ΒΏ 0, for some kernel x t . We derive these results by using the spectral representation of the covariance function