A series expansion of fractional Brownian motion

Probability Theory and Related Fields

Volumn 130, Issue 1, 2004, Pages 39-55

  Dzhaparidze, Kacha ^a   Van Zanten, Harry ^b  

^a CWI   (Netherlands)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Bessel function; Fractional Brownian motion; Fractional calculus; Hankel transform; Series expansion

Indexed keywords

EID: 4544283946     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-003-0310-2     Document Type: Article

References (18)

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