Distance between the fractional Brownian motion and the space of adapted Gaussian martingales (Q5225914)

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scientific article; zbMATH DE number 7086720
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    Distance between the fractional Brownian motion and the space of adapted Gaussian martingales
    scientific article; zbMATH DE number 7086720

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      Distance between the fractional Brownian motion and the space of adapted Gaussian martingales (English)
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      29 July 2019
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      fractional Brownian motion
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      Gaussian martingales
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      convex programming
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      minimax approximation
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