Time reversal for drifted fractional Brownian motion with Hurst index .
Darses, Sebastien, Saussereau, Bruno (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.”
Time reversal for drifted fractional Brownian motion with Hurst index .
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