Published April 30, 2011
| Version v1
Journal article
Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
Creators
- 1. Steklov Mathematical Institute, Russian Academy of Sciences, Moscow (Russian Federation)
Description
no abstract available
Availability note (English)
Available from http://dx.doi.org/10.1070/RM2011v066n02ABEH004746Additional details
Identifiers
Publishing Information
- Journal Title
- Russian Mathematical Surveys
- Journal Volume
- 66
- Journal Issue
- 2
- Journal Page Range
- p. 439-441
- ISSN
- 0036-0279
- CODEN
- RMSUAF
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 43029052
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Resource subtype / Literary indicator
- No Abstract
- Descriptors DEI
- BROWNIAN MOVEMENT; MANY-DIMENSIONAL CALCULATIONS; MATHEMATICAL MODELS
Optional Information
- Notes
- Abstract only