Distance between the fractional Brownian motion and the space of adapted Gaussian martingales
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Publication:5225914
DOI10.15388/NA.2019.4.9zbMath1478.60113MaRDI QIDQ5225914
Sergiy Shklyar, Yuliya S. Mishura
Publication date: 29 July 2019
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Convex programming (90C25)
Cites Work
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