A series expansion of fractional Brownian motion

Author: Dzhaparidze Kacha   Zanten Harry van  

Publisher: Springer Publishing Company

ISSN: 0178-8051

Source: Probability Theory and Related Fields, Vol.130, Iss.1, 2004-09, pp. : 39-55

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next