Martingale Representation and Logarithmic-Sobolev Inequality for Fractional Ornstein-Uhlenbeck Measure
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Publication:6268272
DOI10.1007/s10473-021-0312-0zbMath1513.60041arXiv1512.03545MaRDI QIDQ6268272
Publication date: 11 December 2015
Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)
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