Approximation of fractional Brownian motion by martingales (Q479168)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of fractional Brownian motion by martingales |
scientific article |
Statements
Approximation of fractional Brownian motion by martingales (English)
0 references
5 December 2014
0 references
fractional Brownian motion
0 references
martingale approximation
0 references
convex functional
0 references
0 references
0 references
