On the prediction of fractional Brownian motion

Journal of Applied Probability

Volumn 33, Issue 2, 1996, Pages 400-410

  Gripenberg, Gustaf ^a   Norros, Ilkka ^b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b VTT TECHNICAL RESEARCH CENTRE OF FINLAND   (Finland)

Author keywords

Fractional brownian motion; Prediction; Stochastic integration

Indexed keywords

EID: 0030502739     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200099812     Document Type: Article

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