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Fractional Brownian motions as higher-order fractional derivatives of Brownian local times
Shi, Z. ; Csaki, E. ; Yor, M.
HAL, hal-00104900 / Harvested from HAL
Proceedings Balatonlelle 1999.
Publié le : 2002-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00104900,
     author = {Shi, Z. and Csaki, E. and Yor, M.},
     title = {Fractional Brownian motions as higher-order fractional derivatives of Brownian local times},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00104900}
}
Shi, Z.; Csaki, E.; Yor, M. Fractional Brownian motions as higher-order fractional derivatives of Brownian local times. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-00104900/