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

✍ Scribed by Muravlev, Alexey A

• Book ID: 115505605
• Publisher: Turpion Limited
• Year: 2011
• Tongue: English
• Weight: 379 KB
• Volume: 66
• Category: Article
• ISSN: 0036-0279
• DOI: 10.1070/rm2011v066n02abeh004746