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

Author

Anastassia Baxevani

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

Other publications Research

Krzysztof Podgórski

Subject Categories

Probability Theory and Statistics

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

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Created

10/8/2017

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