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Scientific session of the Steklov Mathematical Institute dedicated to the results of 2013
November 20, 2013 16:00–16:20, Moscow, Steklov Mathematical Institute of RAS 		 

Марковское представление для фрактального броуновского движения

A. A. Muravlev

Steklov Mathematical Institute of the Russian Academy of Sciences
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A. A. Muravlev
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Supplementary materials: muravlev.pdf (247.8 Kb)

References
  1. A. A. Muravlev, “Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein–Uhlenbeck process”, Russian Math. Surveys, 66:2 (2011), 439–441  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  scopus
 
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