Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion

Nikolai Leonenko, Emanuele Taufer
  • Stochastics, December 2005, Taylor & Francis
  • DOI: 10.1080/17442500500409460

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http://dx.doi.org/10.1080/17442500500409460

The following have contributed to this page: Professor Emanuele Taufer