Distance of fractional Brownian motion to the subspaces of Gaussian martingales (Q2850381)
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scientific article; zbMATH DE number 6212548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distance of fractional Brownian motion to the subspaces of Gaussian martingales |
scientific article; zbMATH DE number 6212548 |
Statements
26 September 2013
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fractional Brownian motion
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Wiener process
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integral norm
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Mandelbrot-van Ness kernel
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Molchan kernel
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Distance of fractional Brownian motion to the subspaces of Gaussian martingales (English)
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