Prakasa Rao, B. L. S. (2008) Singularity of fractional Brownian motions with different Hurst indices Stochastic Analysis and Applications, 26 (2). pp. 334-337. ISSN 0736-2994
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Official URL: http://www.informaworld.com/smpp/content~db=all~co...
Related URL: http://dx.doi.org/10.1080/07362990701857277
Abstract
We prove that the probability measures generated by two fractional Brownian motions with different Hurst indices are singular with respect to each other.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| Keywords: | Fractional Brownian Motion; Hurst Index; Singularity For Measures |
| ID Code: | 37716 |
| Deposited On: | 26 Apr 2011 12:49 |
| Last Modified: | 26 Apr 2011 12:49 |
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