Representation of a~fractional Brownian motion in terms of an infinite-dimensional Ornstein--Uhlenbeck process
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 66 (2011) no. 2, pp. 439-441
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@article{RM_2011_66_2_a7,
author = {A. A. Muravlev},
title = {Representation of a~fractional {Brownian} motion in terms of an infinite-dimensional {Ornstein--Uhlenbeck} process},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {439--441},
publisher = {mathdoc},
volume = {66},
number = {2},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/}
}
TY - JOUR AU - A. A. Muravlev TI - Representation of a~fractional Brownian motion in terms of an infinite-dimensional Ornstein--Uhlenbeck process JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2011 SP - 439 EP - 441 VL - 66 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/ LA - en ID - RM_2011_66_2_a7 ER -
%0 Journal Article %A A. A. Muravlev %T Representation of a~fractional Brownian motion in terms of an infinite-dimensional Ornstein--Uhlenbeck process %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2011 %P 439-441 %V 66 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/ %G en %F RM_2011_66_2_a7
A. A. Muravlev. Representation of a~fractional Brownian motion in terms of an infinite-dimensional Ornstein--Uhlenbeck process. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 66 (2011) no. 2, pp. 439-441. http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/