"Stochastic calculus for fractional Brownian motion. I. Theory."

Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan (2000)

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DOI: 10.1109/CDC.2000.912761

access: closed

type: Conference or Workshop Paper

metadata version: 2022-03-30

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Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan:
Stochastic calculus for fractional Brownian motion. I. Theory. CDC 2000: 212-216

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