An Elementary Approach to a Girsanov Formula and Other...

Bernoulli 1999 / 08 Vol. 5; Iss. 4

An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions

Ilkka Norros, Esko Valkeila and Jorma Virtamo
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Volume:
5
Language:
english
Journal:
Bernoulli
DOI:
10.2307/3318691
Date:
August, 1999
File:
PDF, 1.15 MB
english, 1999
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