2007
When is a linear combination of independent fBm’s equivalent to a single fBm?
Publication
Publication
Stochastic Processes and their Applications , Volume 117 - Issue 1 p. 57- 70
Additional Metadata | |
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North-Holland Publishing Company | |
Stochastic Processes and their Applications | |
Organisation | Stochastic Dynamics and Discrete Probability |
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. |