Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions (Q3077820)
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scientific article; zbMATH DE number 5855913
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| English | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
scientific article; zbMATH DE number 5855913 |
Statements
22 February 2011
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fractional Brownian motion
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Wiener integral
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best uniform approximation
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0.8916927576065063
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0.8685763478279114
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0.8635091781616211
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0.8559737801551819
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