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J.H. van Zanten (Harry)

2007

When is a linear combination of independent fBm’s equivalent to a single fBm?

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Stochastic Processes and their Applications , Volume 117 - Issue 1 p. 57- 70

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Publisher North-Holland Publishing Company
Journal Stochastic Processes and their Applications
Organisation Stochastic Dynamics and Discrete Probability
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van Zanten, H. (2007). When is a linear combination of independent fBm’s equivalent to a single fBm? . Stochastic Processes and Their Applications, 117(1), 57–70.

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