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"Applications of the Girsanov theorem for multivariate fractional Brownian ..."

Monika Camfrlová, Petr Coupek (2021)

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DOI: 10.4310/CIS.2021.V21.N2.A5

access: closed

type: Journal Article

metadata version: 2021-08-27

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

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