Fractional brownian motion and the markov property

Electronic Communications in Probability

Volumn 3, Issue , 1998, Pages 95-107

  Carmona, Philippe ^a   Coutin, Laure ^a  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

Author keywords

Ergodic Theorem; Gaussian processes; Markov Processes; Numerical Approximation

Indexed keywords

EID: 0013271232     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v3-998     Document Type: Article

References (14)

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