A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715): Difference between revisions

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-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
+Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+Q3441312
@@ Property / cites work: Q3441312 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3607760
@@ Property / cites work: Q3607760 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5325071
@@ Property / cites work: Q5325071 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of fractional Brownian motion by Wiener integrals
+Normal rank
@@ Property / cites work @@
+Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
+Normal rank
@@ Property / cites work @@
+Q3077820
@@ Property / cites work: Q3077820 / rank @@
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+A note on fractional Brownian motion
@@ Property / cites work: A note on fractional Brownian motion / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2890715