A series expansion of fractional Brownian motion

K. Dzhaparidze, J.H. van Zanten

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

Let B be a fractional Brownian motion with Hurst index H ∈ (0, 1). Denote by x
Original languageEnglish
Pages (from-to)39-55
JournalProbability Theory and Related Fields
Volume130
Issue number1
DOIs
Publication statusPublished - 2004

Bibliographical note

MR2092872

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