Some aspects of fractional Brownian moti
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T.E. Duncan
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Article
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2001
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Elsevier Science
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English
โ 275 KB
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.