Least energy approximation for processes with stationary increments
DOI10.1007/s10959-015-0642-8zbMath1419.60030arXiv1506.08369OpenAlexW2962698275MaRDI QIDQ521969
Mikhail Lifshits, Zakhar Kabluchko
Publication date: 12 April 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.08369
variational calculusfractional Brownian motionGaussian processlimit theoremLévy processstationary incrementsleast energy approximation
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Strong limit theorems (60F15) (L^p)-limit theorems (60F25) Existence of optimal solutions to problems involving randomness (49J55)
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