On the optimal approximation rate of certain stochastic integrals
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Publication:606672
DOI10.1016/j.jat.2010.04.008zbMath1205.41028arXiv0901.2777OpenAlexW2118361047WikidataQ110086217 ScholiaQ110086217MaRDI QIDQ606672
Publication date: 18 November 2010
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.2777
Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic integrals (60H05) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)
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