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H. E. Hurst, “Long-Term Storage Capacity in Reservoirs,” Transactions of the American Society of Civil Engineers, Vol. 55, 1951, pp. 400-410.

has been cited by the following article:

• TITLE: From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment

  AUTHORS: Qing Zhou, Chao Li

  KEYWORDS: Fractional Brownian Motion; Clark-Haussmann-Ocone Theorem; Fractional Girsanov Theorem; Evaluation Operator; Capital Asset Pricing Model

  JOURNAL NAME: Journal of Mathematical Finance, Vol.2 No.4, November 23, 2012

  ABSTRACT: In this paper, we present the fundamental framework of the evaluation problem under which the evaluation operator satisfying some axioms is linear. Based on the dynamic linear evaluation mechanism of contingent claims, studying this evaluation rule in the market driven by fractional Brownian motions has led to a dynamic capital asset pricing model. It is deduced here mainly with the fractional Girsanov theorem and the Clark-Haussmann-Ocone theorem.