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A frequency domain approach to some results on fractional Brownian motion - MaRDI portal

A frequency domain approach to some results on fractional Brownian motion (Q1871323)

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scientific article; zbMATH DE number 1906992
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English
A frequency domain approach to some results on fractional Brownian motion
scientific article; zbMATH DE number 1906992

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    A frequency domain approach to some results on fractional Brownian motion (English)
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    7 May 2003
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    fractional Brownian motion
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    integral transforms
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    spectral representation
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