Fractional Brownian Motion /
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener...
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| Main Authors: | , , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wiley-ISTE,
2019.
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| Edition: | 1st edition. |
| Subjects: | |
| Online Access: | CONNECT |
