Publié le : 2008-03-15
Classification:
Fractional Brownian motion,
integral transform,
fractional calculus,
60G15,
26A33,
60G18
@article{1206475808,
author = {Jost, C.},
title = {On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion},
journal = {J. Integral Equations Appl.},
volume = {20},
number = {1},
year = {2008},
pages = { 93-119},
language = {en},
url = {http://dml.mathdoc.fr/item/1206475808}
}
Jost, C. On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion. J. Integral Equations Appl., Tome 20 (2008) no. 1, pp. 93-119. http://gdmltest.u-ga.fr/item/1206475808/