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An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions
Home
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An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions
An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions
IN
Ilkka Norros
Ilkka Norros
EV
Esko Valkeila
Esko Valkeila
JV
Jorma Virtamo
Jorma Virtamo
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1 August 1999
journal article
Published by
JSTOR
in
Bernoulli
Vol. 5
(4)
,
571
https://doi.org/10.2307/3318691
Abstract
No abstract available
Cited by 251 articles