On Gaussian Processes Equivalent in Law to Fractional Brownian Motion
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DOI: 10.1023/B:JOTP.0000020696.99064.5d
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References listed on IDEAS
- Baudoin, Fabrice & Nualart, David, 2003. "Equivalence of Volterra processes," Stochastic Processes and their Applications, Elsevier, vol. 107(2), pages 327-350, October.
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Cited by:
- Tommi Sottinen & Ciprian A. Tudor, 2006. "On the Equivalence of Multiparameter Gaussian Processes," Journal of Theoretical Probability, Springer, vol. 19(2), pages 461-485, June.
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Keywords
Fractional Brownian motion; equivalence of Gaussian processes; Hitsuda representation; canonical representation of Gaussian processes; Girsanov theorem; stochastic differential equations;All these keywords.
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