A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval |
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A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (English)
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11 June 2012
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Wiener process
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fractional Brownian motion
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Gaussian martingale
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approximation in a class of functions
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