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
| 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 |
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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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