The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels (Q2923381)
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English | The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels |
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The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels (English)
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15 October 2014
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fractional Brownian motion
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Gaussian martingale
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Wiener process
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