We give a new representation of fractional Brownian motion with Hurst parameter H
Article
Z. Wu and C. Mueller (2nd Version) A connection between the Stochastic Heat Equation and Fractional Brownian Motion, and a simple proof of a result of Talagrand, appeared in “Electronic Communications..
Z. Wu and C. Mueller (2nd Version) A connection between the Stochastic Heat Equation and Fractional Brownian Motion, and a simple proof of a result of Talagrand, appeared in “Electronic Communications on Probability” (peer-reviewed journal) and “ArXive” Volume 17 (2012) no.8 page 1-10, ISSN: 1083-589X
