Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions (Q3607760)
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scientific article; zbMATH DE number 5520296
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| English | Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions |
scientific article; zbMATH DE number 5520296 |
Statements
28 February 2009
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fractional Brownian motion
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best uniform approximation
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0.8916927576065063
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0.8915877938270569
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0.8617324829101562
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0.8581314086914062
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0.8543739914894104
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