Multiple fractional integrals through Gamma-mixed Ornstein-Uhlenbeck process (Q3580751)
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scientific article; zbMATH DE number 5770374
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| English | Multiple fractional integrals through Gamma-mixed Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 5770374 |
Statements
13 August 2010
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fractional Brownian motion
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multiple Stratonovich integral
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multiple Wiener-Itô integral
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trace of a function
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square mean approximation
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0.7894208431243896
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0.7759687304496765
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0.7722577452659607
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