Approximation of rough paths of fractional Brownian motion (Q3509344)
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scientific article; zbMATH DE number 5295979
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| English | Approximation of rough paths of fractional Brownian motion |
scientific article; zbMATH DE number 5295979 |
Statements
1 July 2008
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fractional Brownian motion
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rough paths
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0.8432871103286743
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0.8281618356704712
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0.8270761370658875
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0.8262519240379333
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