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Approximation of fractional Brownian motion by Wiener integrals - MaRDI portal

Approximation of fractional Brownian motion by Wiener integrals (Q5391398)

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scientific article; zbMATH DE number 5875187
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English
Approximation of fractional Brownian motion by Wiener integrals
scientific article; zbMATH DE number 5875187

    Statements

    title
    Approximation of fractional Brownian motion by Wiener integrals (English)
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    author
    Oksana Banna
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    Yuliya S. Mishura
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    publication date
    6 April 2011
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    zbMATH Keywords
    Wiener integral
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    fractional Brownian motion
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    approximation
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    Identifiers

    zbMATH DE Number
    5875187
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