Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 66 (2011) no. 2, pp. 439-441
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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/
@article{RM_2011_66_2_a7,
author = {A. A. Muravlev},
title = {Representation of a~fractional {Brownian} motion in terms of an infinite-dimensional {Ornstein{\textendash}Uhlenbeck} process},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {439--441},
year = {2011},
volume = {66},
number = {2},
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
UR - http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/
LA - en
ID - RM_2011_66_2_a7
ER -
%0 Journal Article
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%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
%U http://geodesic.mathdoc.fr/item/RM_2011_66_2_a7/
%G en
%F RM_2011_66_2_a7