Mixed fractional Brownian motion

Bernoulli

Volumn 7, Issue 6, 2001, Pages 913-934

  Cheridito, Patrick ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Equivalent measures; Mixed fractional brownian motion; Semimartingale; Weak semimartingale

Indexed keywords

EID: 0042676237     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318626     Document Type: Article

References (16)

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