Erratum: Identification of multifractional Brownian motion

Jean-François Coeurjolly

doi:10.3150/bj/1145993980

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Home > Journals > Bernoulli > Volume 12 > Issue 2 > Article

April 2006 Erratum: Identification of multifractional Brownian motion

Jean-François Coeurjolly

Author Affiliations +

Jean-François Coeurjolly¹
¹Labsad, BSHM

Bernoulli 12(2): 381-381 (April 2006). DOI: 10.3150/bj/1145993980

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Abstract

An error has been found in the expression given in the proof of Lemma 2 at the top of p. 1001. See Bernoulli Journal 11, December 2005.

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Jean-François Coeurjolly. "Erratum: Identification of multifractional Brownian motion." Bernoulli 12 (2) 381 - 381, April 2006. https://doi.org/10.3150/bj/1145993980