Girsanov theorem for multifractional Brownian processes
| dc.contributor.author | Harang, Fabian | |
| dc.contributor.author | Nilssen, Torstein | |
| dc.contributor.author | Proske, Frank Norbert | |
| dc.date.accessioned | 2023-01-04T07:34:32Z | |
| dc.date.available | 2023-01-04T07:34:32Z | |
| dc.date.created | 2021-12-31T13:47:28Z | |
| dc.date.issued | 2022 | |
| dc.identifier.citation | Harang, F., Nilssen, T. & Proske, F. N. (2022). Girsanov theorem for multifractional Brownian processes. Stochastic, 94 (8). | en_US |
| dc.identifier.issn | 1744-2516 | |
| dc.identifier.uri | https://hdl.handle.net/11250/3040814 | |
| dc.language.iso | eng | en_US |
| dc.publisher | Taylor & Francis | en_US |
| dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
| dc.title | Girsanov theorem for multifractional Brownian processes | en_US |
| dc.type | Peer reviewed | en_US |
| dc.type | Journal article | en_US |
| dc.description.version | publishedVersion | en_US |
| dc.rights.holder | © 2022 The Author(s) | en_US |
| dc.subject.nsi | VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410 | en_US |
| dc.source.volume | 94 | en_US |
| dc.source.journal | Stochastics: An International Journal of Probability and Stochastic Processes | en_US |
| dc.source.issue | 8 | en_US |
| dc.identifier.doi | 10.1080/17442508.2022.2027948 | |
| dc.identifier.cristin | 1973153 | |
| dc.relation.project | Norges forskningsråd: 230448/F20 | en_US |
| cristin.ispublished | true | |
| cristin.qualitycode | 1 |
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