O. L. Banna

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fractional Brownian motion. Approximations and projections	2022-07-04	Paper
Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent Modern Stochastics. Theory and Applications	2020-11-04	Paper
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent Theory of Probability and Mathematical Statistics	2015-09-08	Paper
Approximation of fractional Brownian motion by martingales Methodology and Computing in Applied Probability	2014-12-05	Paper
Fractional Brownian motion as limit of the Markov processes Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka	2013-09-26	Paper
Distance of fractional Brownian motion to the subspaces of Gaussian martingales Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka	2013-09-26	Paper
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval Theory of Probability and Mathematical Statistics	2012-06-11	Paper
Approximation of fractional Brownian motion by Wiener integrals Theory of Probability and Mathematical Statistics	2011-04-06	Paper
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions	2011-02-22	Paper
Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions	2009-02-28	Paper

Research outcomes over time

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