Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728)
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scientific article; zbMATH DE number 6479210
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| English | Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent |
scientific article; zbMATH DE number 6479210 |
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Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (English)
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8 September 2015
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Wiener process
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stochastic integrals
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fractional Brownian motion
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approximation
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0.9073264598846436
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0.8915877938270569
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0.8727675676345825
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0.8558743596076965
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