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Russian Mathematical Surveys, 2011, Volume 66, Issue 2, Pages 439–441
DOI: https://doi.org/10.1070/RM2011v066n02ABEH004746 (Mi rm9424) 		 
This article is cited in 16 scientific papers (total in 16 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein–Uhlenbeck process

A. A. Muravlev

Steklov Mathematical Institute, Russian Academy of Sciences
English version PDF (304 kB) Citations (16)
References:
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DOI: https://doi.org/10.1070/RM2011v066n02ABEH004746
Presented: D. V. Treschev
Accepted: 04.02.2011
Russian version:
Uspekhi Matematicheskikh Nauk, 2011, Volume 66, Issue 2(398), Pages 235–236
DOI: https://doi.org/10.4213/rm9424
Bibliographic databases:
Document Type: Article
MSC: 60G22
Language: English
Original paper language: Russian
Citation: 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
Citation in format AMSBIB
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\paper Representation of a~fractional Brownian motion in terms of an infinite-dimensional Ornstein--Uhlenbeck process
\jour Russian Math. Surveys
\yr 2011
\vol 66
\issue 2
\pages 439--441
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  • https://www.mathnet.ru/eng/rm/v66/i2/p235
    • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Успехи математических наук Russian Mathematical Surveys
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    Abstract page:885
    Russian version PDF:423
    English version PDF:17
    References:71
    First page:61
     
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