A series expansion of fractional Brownian motion
- 3 March 2004
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 130 (1) , 39-55
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968
- Parseval's Theorem for Hankel TransformsProceedings of the London Mathematical Society, 1939