Time reversal for drifted fractional Brownian motion with Hurst index H > 1/2

Electronic Journal of Probability

Volumn 12, Issue , 2007, Pages 1181-1211

  Darses, Sébastien ^a   Saussereau, Bruno ^b  

^a SORBONNE UNIVERSITÉ   (France)

^b UNIVERSITÉ DE FRANCHE COMTÉ   (France)

Author keywords

Fractional Brownian motion; Malliavin Calculus; Time reversal

Indexed keywords

EID: 34548548707     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v12-439     Document Type: Article

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