An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions
- 期刊名称Bernoulli
- 作者Ilkka Norros, Esko Valkeila and Jorma Virtamo
- 卷第5卷
- 期第4期
- 印刷ISSN1350-7265
- 文件大小1179.21KB
- 发表时间1999-08
- DOI10.2307/3318691
- 页码571-587
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