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Showing 1 to 1 of 1 for “"Skorohod integral"”.
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On Self-Similar Gaussian Processes
The work in my dissertation consists of three main parts. In the first part we have shown a decomposition of the bifractional Brownian motion with parameters H,K into the sum of a fractional Brownian motion with Hurst parameter HK plus a stochastic process with absolutely continuous trajectories. …