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