On the prediction of fractional Brownian motion
1996 ◽
Vol 33
(02)
◽
pp. 400-410
◽
Keyword(s):
Integration with respect to the fractional Brownian motionZwith Hurst parameteris discussed. The predictoris represented as an integral with respect toZ,solving a weakly singular integral equation for the prediction weight function.
Keyword(s):
2011 ◽
Vol 81
(10)
◽
pp. 2337-2345
2008 ◽
Vol 21
(7)
◽
pp. 729-734
◽
2012 ◽
Vol 2012
◽
pp. 1-18
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2019 ◽
Vol 347
◽
pp. 1004-1029
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2009 ◽
Vol 135
(8)
◽
pp. 828-838
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1997 ◽
Vol 9
(4)
◽
pp. 341-377
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