A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3441312 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3607760 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5325071 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Approximation of fractional Brownian motion by Wiener integrals / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3077820 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A note on fractional Brownian motion / rank | |||
Normal rank | |||
Latest revision as of 08:38, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval |
scientific article |
Statements
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (English)
0 references
11 June 2012
0 references
Wiener process
0 references
fractional Brownian motion
0 references
Gaussian martingale
0 references
approximation in a class of functions
0 references
0 references
