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

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

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