Approximation of fractional Brownian motion by martingales (Q479168): Difference between revisions
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| Property / author | |||
| Property / author: Yuliya S. Mishura / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G44 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6377128 / rank | |||
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| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
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| Property / zbMATH Keywords | |||
martingale approximation | |||
| Property / zbMATH Keywords: martingale approximation / rank | |||
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convex functional | |||
| Property / zbMATH Keywords: convex functional / rank | |||
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Revision as of 18:48, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of fractional Brownian motion by martingales |
scientific article |
Statements
Approximation of fractional Brownian motion by martingales (English)
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5 December 2014
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fractional Brownian motion
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martingale approximation
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convex functional
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