Timeline for A simple decomposition for fractional Brownian motion with parameter $H<1/2$
Current License: CC BY-SA 2.5
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| Nov 7, 2010 at 11:55 | comment | added | Shai Covo | That reference is certainly interesting in our context (and I might even cite it). However, the decomposition described there for fBm (cf. Proposition 1) is not similar to the one I indicated above, and is apparently much more complicated. | |
| Nov 7, 2010 at 10:30 | history | edited | jzadeh | CC BY-SA 2.5 |
added 236 characters in body
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| Nov 7, 2010 at 10:23 | history | answered | jzadeh | CC BY-SA 2.5 |