An extension of the Lévy characterization to fractional Brownian motion

Yulia Mishura, Esko Valkeila

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationEspoo
Pages24
Publication statusPublished - 2006
MoE publication typeD4 Published development or research report or study

Publication series

NameHelsinki University of Technology, Institute of Mathematics, Research Reports
No.A514
ISSN (Print)0784-3143

Keywords

  • fractional Brownian motion
  • Lévy theorem

Cite this