Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394): Difference between revisions
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scientific article
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English | Approximation of random variables by functionals of the increments of a fractional Brownian motion |
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Approximation of random variables by functionals of the increments of a fractional Brownian motion (English)
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15 October 2014
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fractional Brownian motion
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Itō-Wiener expansion
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approximation of random variables
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