arXiv · 0904.4923
Remarks on the fractional Brownian motion
Abstract
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
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Denis Feyel, Arnaud De La Pradelle. 2009-04-30. Remarks on the fractional Brownian motion. https://arxiv.org/abs/0904.4923
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