Fractional Brownian motion and the Markov property.

Carmona, Philippe, and Coutin, Laure. "Fractional Brownian motion and the Markov property.." Electronic Communications in Probability [electronic only] 3 (1998): 95-107. <http://eudml.org/doc/119936>.

@article{Carmona1998,
author = {Carmona, Philippe, Coutin, Laure},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Gaussian processes; Markov processes; numerical approximation; ergodic theorem},
language = {eng},
pages = {95-107},
publisher = {University of Washington},
title = {Fractional Brownian motion and the Markov property.},
url = {http://eudml.org/doc/119936},
volume = {3},
year = {1998},
}

TY - JOUR
AU - Carmona, Philippe
AU - Coutin, Laure
TI - Fractional Brownian motion and the Markov property.
JO - Electronic Communications in Probability [electronic only]
PY - 1998
PB - University of Washington
VL - 3
SP - 95
EP - 107
LA - eng
KW - Gaussian processes; Markov processes; numerical approximation; ergodic theorem
UR - http://eudml.org/doc/119936
ER -