Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximation of random variables by functionals of the increments of a fractional Brownian motion |
scientific article; zbMATH DE number 6356216
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of random variables by functionals of the increments of a fractional Brownian motion |
scientific article; zbMATH DE number 6356216 |
Statements
Approximation of random variables by functionals of the increments of a fractional Brownian motion (English)
0 references
15 October 2014
0 references
fractional Brownian motion
0 references
Itō-Wiener expansion
0 references
approximation of random variables
0 references
0 references
0 references
