The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454)
From MaRDI portal
scientific article; zbMATH DE number 6543132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum rate of convergence for the approximation of the fractional Lévy area at a single point |
scientific article; zbMATH DE number 6543132 |
Statements
The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (English)
0 references
19 February 2016
0 references
Lévy area
0 references
optimal approximation
0 references
fractional Brownian motion
0 references
trapezoidal rule
0 references
convergence
0 references
