Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394): Difference between revisions

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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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