Convergence rate of an approximation to multiple integral of FBM (Q551392): Difference between revisions

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Latest revision as of 11:57, 30 July 2024

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Convergence rate of an approximation to multiple integral of FBM
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    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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