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
Volume133

Cite this

Norros, I., Valkeila, E., & Virtamo, J. (1996). An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. University of Helsinki. University of Helsinki: Department of Mathematics and Statistics. Preprint, Vol.. 133