On the prediction of fractional Brownian motion (Q4891671)
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scientific article; zbMATH DE number 926243
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the prediction of fractional Brownian motion |
scientific article; zbMATH DE number 926243 |
Statements
On the prediction of fractional Brownian motion (English)
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27 October 1996
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fractional Brownian motion
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stochastic integration
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prediction
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0.8729691505432129
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0.852534830570221
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0.8306483626365662
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0.8147069215774536
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