On the representation of fractional Brownian motion as an integral with respect to <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msup><mml:mrow><mml:mrow><mml:mo>(</mml:mo><mml:mstyle mathvariant="normal"><mml:mi>d</mml:mi></mml:mstyle><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mrow><mml:mrow><mml:mi>a</mml:mi></mml:mrow></mml:msup></mml:math>-Reference-Cited by-同舟云学术

On the representation of fractional Brownian motion as an integral with respect to (dt)a

Author:

Jumarie Guy

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference9 articles.

5. Theory of differentiation of fractional order;Letnivov;Math. Sb.,1868

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