Convergence rate of an approximation to multiple integral of FBM (Q551392)
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scientific article; zbMATH DE number 5926666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rate of an approximation to multiple integral of FBM |
scientific article; zbMATH DE number 5926666 |
Statements
Convergence rate of an approximation to multiple integral of FBM (English)
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19 July 2011
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fractional Brownian motion
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multiple integral
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Stratonovich integral
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convergence rate
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