On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\) (Q2301477)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7173236
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\) |
scientific article; zbMATH DE number 7173236 |
Statements
On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\) (English)
0 references
24 February 2020
0 references
fractional Brownian motion
0 references
signature
0 references
rate of convergence
0 references
sharp decay rate
0 references
cubature method
0 references
0 references
0 references
0 references
0 references
0.7710679173469543
0 references
0.7696130275726318
0 references
0.7689498662948608
0 references
0.7682681083679199
0 references
