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Distance of fractional Brownian motion to the subspaces of Gaussian martingales - MaRDI portal

Distance of fractional Brownian motion to the subspaces of Gaussian martingales (Q2850381)

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scientific article; zbMATH DE number 6212548
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English
Distance of fractional Brownian motion to the subspaces of Gaussian martingales
scientific article; zbMATH DE number 6212548

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    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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