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Spectral density function of the Doob transformation of fractional Brownian motion (i.e. the fractional Ornstein-Uhlenbeck process)

Research output: Other conference contributionPaper, poster or abstractScientific

Details

Original languageEnglish
Pages30-31
Number of pages2
Publication statusPublished - 2016
EventFinnish Mathematical Days 2016 - University of Turku, Turku, Finland
Duration: 7 Jan 20168 Jan 2016

Conference

ConferenceFinnish Mathematical Days 2016
CountryFinland
CityTurku
Period7/01/168/01/16

Field of science, Statistics Finland