Time reversal for drifted fractional Brownian motion with Hurst index H>1/2.
Darses, Sebastien ; Saussereau, Bruno
Electronic Communications in Probability [electronic only], Tome 12 (2007), p. 1181-1211 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:128412 
@article{05214065,
     title = {Time reversal for drifted fractional Brownian motion with Hurst index },
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {12},
     year = {2007},
     pages = {1181-1211},
     zbl = {1130.60044},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05214065}
}

Darses, Sebastien; Saussereau, Bruno. Time reversal for drifted fractional Brownian motion with Hurst index . Electronic Communications in Probability [electronic only], Tome 12 (2007) pp. 1181-1211. http://gdmltest.u-ga.fr/item/05214065/