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A series expansion of fractional Brownian motion

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References

1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited

Cited by

2006Some properties of the sub-fractional Brownian motion128 cited
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2010Representation Formulae for the Fractional Brownian Motion50 cited
2004Generalised Ornstein-Uhlenbeck Processes and the Convergence of Lévy Integrals48 cited
2012Parametric estimation for sub-fractional Ornstein–Uhlenbeck process47 cited
2009Stochastic calculus for fractional Brownian motion with Hurst exponent H>¼: A rough path method by analytic extension43 cited
2004Optimality of an explicit series expansion of the fractional Brownian sheet33 cited

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