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Media Count:
N/A
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Date:
Dec 2001
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Author:
J. A. Ferreira K. O. Dzhaparidze
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Let X be a fractional Brownian motion. It is known that M(sub t)=integral m(sub t)dX, t greater than or equal to zero, where m(sub t) is a certain kernel, denes a martingale M, and also that X can be represented by X(sub t)=integral x(sub t)dM, t greater ...
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Report Number:
PNA-R0123
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Contract Number:
N/A
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Project Number:
N/A
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Grant Number:
N/A
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Task Number:
N/A
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NTIS announcement issue:
0907
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"N/A" indicates no data is available for this field.
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