Prediction for some processes related to a fractional Brownian motion
- 3 August 2005
- journal article
- research article
- Published by Elsevier in Statistics & Probability Letters
- Vol. 76 (2) , 128-134
- https://doi.org/10.1016/j.spl.2005.06.014
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Are Classes of Deterministic Integrands for Fractional Brownian Motion on an Interval Complete?Bernoulli, 2001
- Stochastic Calculus for Fractional Brownian Motion I. TheorySIAM Journal on Control and Optimization, 2000
- On the prediction of fractional Brownian motionJournal of Applied Probability, 1996