An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

I Norros, E. Valkeila, J. Virtamo

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationEspoo
Pages17
Publication statusPublished - 1997
MoE publication typeD4 Published development or research report or study

Publication series

NameCOST257

Keywords

  • Girsanov Formula

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