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The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels - MaRDI portal

The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels (Q2923381)

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scientific article; zbMATH DE number 6356205
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English
The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels
scientific article; zbMATH DE number 6356205

    Statements

    15 October 2014
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    fractional Brownian motion
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    Gaussian martingale
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    Wiener process
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    The distance between fractional Brownian motion and the subspace of martingales with ``similar'' kernels (English)
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    Identifiers