On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion

C. Jost

doi:10.1216/JIE-2008-20-1-93

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Home > Journals > J. Integral Equations Applications > Volume 20 > Issue 1 > Article

SPRING 2008 On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion

C. Jost

J. Integral Equations Applications 20(1): 93-119 (SPRING 2008). DOI: 10.1216/JIE-2008-20-1-93

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J. Integral Equations Applications

Vol.20 • No. 1 • SPRING 2008

Rocky Mountain Mathematics Consortium

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C. Jost "On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion," Journal of Integral Equations and Applications, J. Integral Equations Applications 20(1), 93-119, (SPRING 2008)

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