Convergence rate of an approximation to multiple integral of FBM (Q551392): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5926666 / rank | |||
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| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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multiple integral | |||
| Property / zbMATH Keywords: multiple integral / rank | |||
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Stratonovich integral | |||
| Property / zbMATH Keywords: Stratonovich integral / rank | |||
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| Property / zbMATH Keywords | |||
convergence rate | |||
| Property / zbMATH Keywords: convergence rate / rank | |||
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Revision as of 01:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of an approximation to multiple integral of FBM |
scientific article |
Statements
Convergence rate of an approximation to multiple integral of FBM (English)
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19 July 2011
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fractional Brownian motion
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multiple integral
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Stratonovich integral
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convergence rate
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