In this paper some results for a stochastic calculus for a fractional Brownian motion are described. Some applications of this calculus are given. Some results of a spectral approach to fractional Gaussian noise, the formal derivative of fractional Brownian motion, are given.
β¦ LIBER β¦
Some aspects of Brownian motion. Part I: Some special functionals
β Scribed by K. Burdzy
- Publisher
- Springer
- Year
- 1994
- Tongue
- English
- Weight
- 43 KB
- Volume
- 41
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
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