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- W2053171966 abstract "We proof a connection between the generalized Molchan-Golosov integral transform and the generalized Mandelbrot-Van Ness integral transform of fractional Brownian motion (fBm). The former changes fBm of arbitrary Hurst index K into fBm of index H by integrating over [0,t], whereas the latter requires integration over (-infty,t]." @default.
- W2053171966 created "2016-06-24" @default.
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- W2053171966 date "2008-03-01" @default.
- W2053171966 modified "2023-10-18" @default.
- W2053171966 title "On the Connection Between Molchan-Golosov and Mandelbrot- Van Ness Representations of Fractional Brownian Motion" @default.
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- W2053171966 doi "https://doi.org/10.1216/jie-2008-20-1-93" @default.
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