Linear Problems for a Fractional Brownian Motion: Group Approach
- 1 January 2003
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 47 (1), 69-78
- https://doi.org/10.1137/s0040585x97979445
Abstract
No abstract availableKeywords
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- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968
- Stationary random distributionsKyoto Journal of Mathematics, 1954
- Random Fourier transformsTransactions of the American Mathematical Society, 1951