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MR1704556 (2000f:60053) 60G15 (60G30 60H99)
Norros, Ilkka; Valkeila, Esko; Virtamo, Jorma An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions. Bernoulli 5 (1999), no. 4, 571–587.
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