A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715)
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scientific article; zbMATH DE number 6045223
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| English | A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval |
scientific article; zbMATH DE number 6045223 |
Statements
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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0.8775174617767334
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0.8657582402229309
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0.8341866731643677
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0.797356128692627
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0.7929818630218506
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