Remarks on the fractional Brownian motion
| dc.creator | Feyel, Denis | |
| dc.creator | De La Pradelle, Arnaud | |
| dc.date | 2009-04-30 | |
| dc.date.accessioned | 2026-07-07T13:10:38Z | |
| dc.date.available | 2026-07-07T13:10:38Z | |
| dc.description | We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results. | |
| dc.identifier | https://arxiv.org/abs/0904.4923 | |
| dc.identifier | http://arxiv.org/abs/0904.4923 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/229059 | |
| dc.subject | Probability | |
| dc.subject | 60G15; 60H05; 60H07 | |
| dc.title | Remarks on the fractional Brownian motion | |
| dc.type | text |