A series expansion of fractional Brownian motion

K. Dzhaparidze; J.H. van Zanten

doi:10.1007/s00440-003-0310-2

A series expansion of fractional Brownian motion

K. Dzhaparidze, J.H. van Zanten

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

Let B be a fractional Brownian motion with Hurst index H ∈ (0, 1). Denote by x

Original language	English
Pages (from-to)	39-55
Journal	Probability Theory and Related Fields
Volume	130
Issue number	1
DOIs	https://doi.org/10.1007/s00440-003-0310-2
Publication status	Published - 2004

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MR2092872

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10.1007/s00440-003-0310-2

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title = "A series expansion of fractional Brownian motion",

abstract = "Let B be a fractional Brownian motion with Hurst index H ∈ (0, 1). Denote by x",

author = "K. Dzhaparidze and \{van Zanten\}, J.H.",

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year = "2004",

doi = "10.1007/s00440-003-0310-2",

language = "English",

volume = "130",

pages = "39--55",

journal = "Probability Theory and Related Fields",

issn = "0178-8051",

publisher = "Springer New York",

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AU - Dzhaparidze, K.

AU - van Zanten, J.H.

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N2 - Let B be a fractional Brownian motion with Hurst index H ∈ (0, 1). Denote by x

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U2 - 10.1007/s00440-003-0310-2

DO - 10.1007/s00440-003-0310-2

M3 - Article

SN - 0178-8051

VL - 130

SP - 39

EP - 55

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

IS - 1

ER -

A series expansion of fractional Brownian motion

Abstract

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