An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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Publication:1304018
DOI10.2307/3318691zbMath0955.60034OpenAlexW2040337767MaRDI QIDQ1304018
Ilkka Norros, Esko Valkeila, Jorma Virtamo
Publication date: 16 February 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3318691
Gaussian processes (60G15) Inference from stochastic processes (62M99) Continuity and singularity of induced measures (60G30) Prediction theory (aspects of stochastic processes) (60G25)
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