The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels
type: Item
instance of: scholarly article
zbMATH Open document ID: 1307.60038
DOI: 10.1090/S0094-9000-2014-00903-5
published in: Theory of Probability and Mathematical Statistics
publication date: 2014-10-15T00:00:00Z
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6356205
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Gaussian martingale
zbMATH Keywords: Wiener process
MaRDI profile type: MaRDI publication profile
cites work: An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
cites work: Approximation of fractional Brownian motion by martingales
cites work: Approximation of fractional Brownian motion having Hurst index close to one with stochastic integrals from linear-exponential integrand functions
cites work: The simplest martingales of the best approximation of fractional Brownian motion
cites work: Approximation of fractional Brownian motion by Wiener integrals
cites work: Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
cites work: Q3779641
full work available at URL: s0094-9000-2014-00903-5
OpenAlex ID: W2062461052
title: The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels
author: V. Doroshenko
author: Yuliya S. Mishura
author: O. Banna
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description: scientific article; zbMATH DE number 6356205