Abstract
We summarize results on the representation of Gaussian measures that are equivalent to Wiener measure and discuss consequences for the law of the sum of a Brownian motion and an independent fractional Brownian motion.
Keywords
- Brownian Motion
- Covariance Function
- Gaussian Process
- Fractional Brownian Motion
- Gaussian Measure
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© 2003 Springer-Verlag Berlin Heidelberg
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Cheridito, P. (2003). Representations of Gaussian measures that are equivalent to Wiener measure. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVII. Lecture Notes in Mathematics, vol 1832. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-40004-2_3
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DOI: https://doi.org/10.1007/978-3-540-40004-2_3
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-20520-3
Online ISBN: 978-3-540-40004-2
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