An optimal series expansion of sub-mixed fractional Brownian motion (Q2978475)
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scientific article; zbMATH DE number 6707727
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| English | An optimal series expansion of sub-mixed fractional Brownian motion |
scientific article; zbMATH DE number 6707727 |
Statements
25 April 2017
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explicit series expansion
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sub-mixed fractional Brownian motion
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rate of convergence
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optimality
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computer generation of sample paths
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0.8477643132209778
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0.8388805389404297
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0.8349247574806213
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0.7774300575256348
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