norros.valkeila.ea:99:elementary¶
BibTeX Entry:
@article{norros.valkeila.ea:99:elementary,
author = {Norros, Ilkka and Valkeila, Esko and Virtamo, Jorma},
doi = {10.2307/3318691},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability},
issn = {1350-7265},
journal = {Bernoulli},
mrclass = {60G15 (60G30 60H99)},
mrnumber = {1704556},
mrreviewer = {Laurent Decreusefond},
number = {4},
pages = {571--587},
title = {An elementary approach to a {G}irsanov formula and other analytical results on fractional {B}rownian motions},
url = {https://doi.org/10.2307/3318691},
volume = {5},
year = {1999}
}