Distance between the fractional Brownian motion and the space of adapted Gaussian martingales (Q5225914)
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scientific article; zbMATH DE number 7086720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distance between the fractional Brownian motion and the space of adapted Gaussian martingales |
scientific article; zbMATH DE number 7086720 |
Statements
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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