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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