Time reversal for drifted fractional Brownian motion with Hurst index $H>1/2$.

Darses, Sebastien, and Saussereau, Bruno. "Time reversal for drifted fractional Brownian motion with Hurst index .." Electronic Journal of Probability [electronic only] 12 (2007): 1181-1211. <http://eudml.org/doc/128412>.

@article{Darses2007,
author = {Darses, Sebastien, Saussereau, Bruno},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {1181-1211},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Time reversal for drifted fractional Brownian motion with Hurst index .},
url = {http://eudml.org/doc/128412},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Darses, Sebastien
AU - Saussereau, Bruno
TI - Time reversal for drifted fractional Brownian motion with Hurst index .
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 1181
EP - 1211
LA - eng
UR - http://eudml.org/doc/128412
ER -