Fractional martingales and characterization of the fractional Brownian motion

Annals of Probability

Volumn 37, Issue 6, 2009, Pages 2404-2430

  Hu, Yaozhong ^a   Nualart, David ^a   Song, Jian ^a  

^a UNIVERSITY OF KANSAS   (United States)

Author keywords

variation; Fractional brownian motion; Fractional martingale; L vy's characterization theorem

Indexed keywords

EID: 77049095363     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-AOP464     Document Type: Article

References (11)

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