Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent

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Publication:2944728

DOI10.1090/tpms/946zbMath1326.60076OpenAlexW1458695360MaRDI QIDQ2944728

Oksana Banna, Sergiy Shklyar, Yuliya S. Mishura

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/946




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