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

@@ Property / DOI @@
-.1007/s11009-012-9313-8
@@ Property / DOI: 10.1007/s11009-012-9313-8 / rank @@
-Normal rank
@@ Property / author @@
-Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
-Normal rank
@@ Property / author @@
-Yuliya S. Mishura
@@ Property / author: Yuliya S. Mishura / rank @@
-Normal rank
@@ Property / author @@
+Georgiy M. Shevchenko
@@ Property / author: Georgiy M. Shevchenko / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2038836340
@@ Property / OpenAlex ID: W2038836340 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4559
@@ Property / arXiv ID: 1205.4559 / rank @@
+Normal rank
@@ Property / cites work @@
+Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
+Normal rank
@@ Property / cites work @@
+Partially observable linear systems under dependent noises
+Normal rank
@@ Property / cites work @@
+Weak approximation for a class of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Semimartingale approximation of fractional Brownian motion and its applications
+Normal rank
@@ Property / cites work @@
+A series expansion of fractional Brownian motion
@@ Property / cites work: A series expansion of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+A simple construction of the fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Approximations of fractional Brownian motion
@@ Property / cites work: Approximations of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for fractional Brownian motion and related processes.
+Normal rank
@@ Property / cites work @@
+Approximation of fractional Brownian motion by Wiener integrals
+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 @@
+Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations
+Normal rank
@@ Property / DOI @@
+.1007/S11009-012-9313-8
@@ Property / DOI: 10.1007/S11009-012-9313-8 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:479168