The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (Q5963454)

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scientific article; zbMATH DE number 6543132
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The maximum rate of convergence for the approximation of the fractional Lévy area at a single point
scientific article; zbMATH DE number 6543132

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    The maximum rate of convergence for the approximation of the fractional Lévy area at a single point (English)
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    19 February 2016
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    Lévy area
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    optimal approximation
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    fractional Brownian motion
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    trapezoidal rule
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    convergence
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