Approximation of fractional Brownian motion by Wiener integrals
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Publication:5391398
DOI10.1090/S0094-9000-09-00773-XzbMath1224.60079MaRDI QIDQ5391398
Oksana Banna, Yuliya S. Mishura
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)
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