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

Ilkka Norros, Esko Valkeila, Jorma Virtamo

Research output: Book/Report › Report

Original language	English
Place of Publication	Helsinki
Publisher	University of Helsinki
Number of pages	16
Publication status	Published - 1996
MoE publication type	D4 Published development or research report or study

Series	University of Helsinki: Department of Mathematics and Statistics. Preprint
Volume	133

Cite this

@book{c5aba6d9dc0544bca01824a06c264f26,

title = "An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions",

author = "Ilkka Norros and Esko Valkeila and Jorma Virtamo",

year = "1996",

language = "English",

series = "University of Helsinki: Department of Mathematics and Statistics. Preprint",

publisher = "University of Helsinki",

address = "Finland",

}

TY - BOOK

T1 - An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

AU - Norros, Ilkka

AU - Valkeila, Esko

AU - Virtamo, Jorma

PY - 1996

Y1 - 1996

M3 - Report

T3 - University of Helsinki: Department of Mathematics and Statistics. Preprint

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

PB - University of Helsinki

CY - Helsinki

ER -