Approximation of fractional Brownian motion by martingales (Q479168): Difference between revisions

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-.1007/s11009-012-9313-8
@@ Property / DOI: 10.1007/s11009-012-9313-8 / rank @@
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+Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
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+Partially observable linear systems under dependent noises
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+Weak approximation for a class of Gaussian processes
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+Semimartingale approximation of fractional Brownian motion and its applications
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+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
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+A simple construction of the fractional Brownian motion.
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+Approximations of fractional Brownian motion
@@ Property / cites work: Approximations of fractional Brownian motion / rank @@
+Normal rank
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+Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
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+Stochastic calculus for fractional Brownian motion and related processes.
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+Approximation of fractional Brownian motion by Wiener integrals
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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+Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations
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+.1007/S11009-012-9313-8
@@ Property / DOI: 10.1007/S11009-012-9313-8 / rank @@
+Normal rank