【作者(必填)】

Monika Camfrlová (Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)

Petr Čoupek (Department of Probability and Mathematical Statistics, Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic)

【文题(必填)】Applications of the Girsanov theorem for multivariate fractional Brownian motions
【年份(必填)】Volume 21 (2021)Number 2
【全文链接或数据库名称(选填)】
https://www.intlpress.com/site/pub/pages/journals/items/cis/content/vols/0021/0002/a005/index.php?mode=ns
[size=13.3333px]Communications in Information and Systems
[size=13.3333px]

Pages: 269 – 296

DOI: https://dx.doi.org/10.4310/CIS.2021.v21.n2.a5