Convergence rate of an approximation to multiple integral of FBM (Q551392)

From MaRDI portal
Revision as of 01:35, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Convergence rate of an approximation to multiple integral of FBM
scientific article

    Statements

    title
    Convergence rate of an approximation to multiple integral of FBM (English)
    0 references
    author
    Yaozhong Hu
    0 references
    Baobin Wang
    0 references
    publication date
    19 July 2011
    0 references
    Mathematics Subject Classification ID
    60J65
    0 references
    60H05
    0 references
    60G22
    0 references
    zbMATH DE Number
    5926666
    0 references
    zbMATH Keywords
    fractional Brownian motion
    0 references
    multiple integral
    0 references
    Stratonovich integral
    0 references
    convergence rate
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q551392&oldid=25645928"
    Powered by MediaWiki