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Lamperti Transform and a Series Decomposition of Fractional Brownian Motion
Anastassia Baxevani
出版
Division of Mathematical Statistics, Department of Mathematical Sciences, Chalmers University of Technology and Göteborg University
, 2007
URL
http://books.google.com.hk/books?id=hKRuNQAACAAJ&hl=&source=gbs_api