Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent |
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Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (English)
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8 September 2015
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Wiener process
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stochastic integrals
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fractional Brownian motion
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approximation
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