An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

Ilkka Norros, Esko Valkeila, Jorma Virtamo

Research output: Book/ReportReport

Original languageEnglish
Place of PublicationHelsinki
PublisherUniversity of Helsinki
Number of pages16
Publication statusPublished - 1996
MoE publication typeD4 Published development or research report or study

Publication series

SeriesUniversity of Helsinki: Department of Mathematics and Statistics. Preprint

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