Convergence rate of an approximation to multiple integral of FBM (Q551392)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5926666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Convergence rate of an approximation to multiple integral of FBM |
scientific article; zbMATH DE number 5926666 |
Statements
Convergence rate of an approximation to multiple integral of FBM (English)
0 references
19 July 2011
0 references
fractional Brownian motion
0 references
multiple integral
0 references
Stratonovich integral
0 references
convergence rate
0 references
0.8802230954170227
0 references
0.8459320068359375
0 references
0.8337274789810181
0 references
0.7961282730102539
0 references
