Applications of the Girsanov theorem for multivariate fractional Brownian motions

Monika Camfrlová, Petr Coupek. Applications of the Girsanov theorem for multivariate fractional Brownian motions. Commun. Inf. Syst., 21(2):269-296, 2021. [doi]

Authors

Monika Camfrlová

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Petr Coupek

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