Lamperti Transform and a Series Decomposition of Fractional Brownian Motion
Preprint, 2007

Author

Anastassia Baxevani

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematical Statistics

Krzysztof Podgorski

Subject Categories (SSIF 2011)

Probability Theory and Statistics

Preprint - Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University: 2007:34

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Latest update

2/24/2025