An extension of the Lévy characterization to fractional Brownian motion

Yulia Mishura; Esko Valkeila

An extension of the Lévy characterization to fractional Brownian motion

Yulia Mishura, Esko Valkeila

Department of Mathematics and Systems Analysis

Research output: Working paper › Professional

Original language	English
Place of Publication	Espoo
Pages	24
Publication status	Published - 2006
MoE publication type	D4 Published development or research report or study

Publication series

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

Keywords

fractional Brownian motion
Lévy theorem

Cite this

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title = "An extension of the L{\'e}vy characterization to fractional Brownian motion",

keywords = "fractional Brownian motion, L{\'e}vy theorem, fractional Brownian motion, L{\'e}vy theorem, fractional Brownian motion, L{\'e}vy theorem",

author = "Yulia Mishura and Esko Valkeila",

year = "2006",

language = "English",

isbn = "951-22-8400-6",

series = "Helsinki University of Technology, Institute of Mathematics, Research Reports",

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pages = "24",

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T1 - An extension of the Lévy characterization to fractional Brownian motion

AU - Mishura, Yulia

AU - Valkeila, Esko

PY - 2006

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KW - Lévy theorem

KW - fractional Brownian motion

KW - Lévy theorem

KW - fractional Brownian motion

KW - Lévy theorem

M3 - Working paper

SN - 951-22-8400-6

T3 - Helsinki University of Technology, Institute of Mathematics, Research Reports

SP - 24

BT - An extension of the Lévy characterization to fractional Brownian motion

CY - Espoo

ER -