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

Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (Q5198634)

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scientific article; zbMATH DE number 5937194
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English
Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 5937194

    Statements

    title
    Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process (English)
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    publication date
    9 August 2011
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    Identifiers

    zbMATH DE Number
    5937194
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