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

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

2016. 30-31 Paper presented at Finnish Mathematical Days 2016, Turku, Finland.

Research output: Other conference contributionPaper, poster or abstractScientific

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Kaarakka, T 2016, 'Spectral density function of the Doob transformation of fractional Brownian motion (i.e. the fractional Ornstein-Uhlenbeck process)' Paper presented at Finnish Mathematical Days 2016, Turku, Finland, 7/01/16 - 8/01/16, pp. 30-31.

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@conference{71ebcf56839d453585a21ffb4eb105c1,
title = "Spectral density function of the Doob transformation of fractional Brownian motion (i.e. the fractional Ornstein-Uhlenbeck process)",
author = "Terhi Kaarakka",
year = "2016",
language = "English",
pages = "30--31",
note = "Finnish Mathematical Days 2016 ; Conference date: 07-01-2016 Through 08-01-2016",

}

RIS (suitable for import to EndNote) - Download

TY - CONF

T1 - Spectral density function of the Doob transformation of fractional Brownian motion (i.e. the fractional Ornstein-Uhlenbeck process)

AU - Kaarakka, Terhi

PY - 2016

Y1 - 2016

M3 - Paper, poster or abstract

SP - 30

EP - 31

ER -