Approximation of fractional Brownian motion by martingales (Q479168)

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Approximation of fractional Brownian motion by martingales
scientific article

    Statements

    title
    Approximation of fractional Brownian motion by martingales (English)
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    author
    Sergiy Shklyar
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    Vadym Doroshenko
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    Oksana Banna
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    Yuliya S. Mishura
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    Georgiy M. Shevchenko
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    publication date
    5 December 2014
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    zbMATH Keywords
    fractional Brownian motion
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    martingale approximation
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    convex functional
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60G44
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    90C25
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    zbMATH DE Number
    6377128
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    OpenAlex ID
    W2038836340
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    arXiv ID
    1205.4559
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