Original version
Harang, F., Nilssen, T. & Proske, F. N. (2022). Girsanov theorem for multifractional Brownian processes. Stochastic, 94 (8).
10.1080/17442508.2022.2027948
Publisher
Taylor & Francis
Journal
Stochastics: An International Journal of Probability and Stochastic Processes
Copyright
© 2022 The Author(s)