Pages that link to "Item:Q2850381"

The following pages link to Distance of fractional Brownian motion to the subspaces of Gaussian martingales (Q2850381):

Displaying 9 items.

• Approximation of fractional Brownian motion by martingales (Q479168) (← links)
• How close is a fractional process to a random walk with drift? (Q1695665) (← links)
• On the connection between Molchan-Golosov and Mandelbrot-van Ness representations of fractional Brownian motion (Q2426596) (← links)
• A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval (Q2890715) (← links)
• The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels (Q2923381) (← links)
• Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent (Q2944728) (← links)
• A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs (Q4648573) (← links)
• On the distance between 〈X 〉 and L^∞in the space of continuous BMO-martingales (Q4667524) (← links)
• Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation (Q6486645) (← links)