Dzhaparidze, K.; Ferreira, J. A. - In: Statistics & Probability Letters 60 (2002) 2, pp. 155-168
Let X be a fractional Brownian motion. It is known that Mt=[integral operator]mt dX, t[greater-or-equal, slanted]0, where mt is a certain kernel, defines a martingale M, and also that X can be represented by Xt=[integral operator]xt dM, t[greater-or-equal, slanted]0, for some kernel xt. We...