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

I Norros, E. Valkeila, J. Virtamo

Tutkimustuotos: Työpaperi › Working paper › Professional

Alkuperäiskieli	Englanti
Julkaisupaikka	Espoo
Sivut	17
Tila	Julkaistu - 1997
OKM-julkaisutyyppi	D4 Julkaistut kehitykset tai tutkimusraportit tai tutkimukset

Nimi	COST257

Tutkimusalat

@techreport{87c0c26f4830405788135981be2d81a7,

title = "An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions",

keywords = "Girsanov Formula, Girsanov Formula, Girsanov Formula",

author = "I Norros and E. Valkeila and J. Virtamo",

year = "1997",

language = "English",

series = "COST257",

pages = "17",

type = "WorkingPaper",

}

TY - UNPB

T1 - An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

AU - Norros, I

AU - Valkeila, E.

AU - Virtamo, J.

PY - 1997

Y1 - 1997

KW - Girsanov Formula

M3 - Working paper

T3 - COST257

SP - 17

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

CY - Espoo

ER -