Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (Q453268)
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scientific article; zbMATH DE number 6083969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus |
scientific article; zbMATH DE number 6083969 |
Statements
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus (English)
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19 September 2012
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discrete Wick calculus
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fractional Brownian motion
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weak convergence
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Wick-Itô integral
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