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Scientific session of the Steklov Mathematical Institute dedicated to the results of 2013
November 20, 2013 16:00, Moscow, Steklov Mathematical Institute of RAS

Марковское представление для фрактального броуновского движения

A. A. Muravlev

Steklov Mathematical Institute of the Russian Academy of Sciences


https://youtu.be/ugD7dx1Y7_0


References
  1. A. A. Muravlëv, “Predstavlenie fraktalnogo brounovskogo dvizheniya cherez beskonechnomernyi protsess Ornshteina–Ulenbeka”, UMN, 66:2(398) (2011), 235–236  mathnet  crossref  mathscinet  zmath; A. A. Muravlev, “Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein–Uhlenbeck process”, Russian Math. Surveys, 66:2 (2011), 439–441  crossref  mathscinet  zmath  adsnasa  isi  scopus

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