hu.nualart.ea:09:fractional¶
BibTeX Entry:
@article{hu.nualart.ea:09:fractional,
author = {Hu, Yaozhong and Nualart, David and Song, Jian},
doi = {10.1214/09-AOP464},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60G44 (60G22 60J65)},
mrnumber = {2573562},
mrreviewer = {Tommi P. Sottinen},
number = {6},
pages = {2404--2430},
title = {Fractional martingales and characterization of the fractional {B}rownian motion},
url = {https://doi.org/10.1214/09-AOP464},
volume = {37},
year = {2009}
}