Open AccessIntegral representations of some functionals of fractional Brownian motion
Author(s) -
Heikki Tikanmäki
Publication year - 2012
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.6.2.02
Subject(s) - mathematics , fractional brownian motion , bounded function , geometric brownian motion , brownian motion , regular polygon , representation (politics) , reflected brownian motion , bounded variation , mathematical analysis , space (punctuation) , pure mathematics , diffusion process , geometry , statistics , knowledge management , linguistics , innovation diffusion , philosophy , politics , computer science , political science , law