\(L^p\) uniform random walk-type approximation for fractional Brownian motion with Hurst exponent \(0 < H < \frac{1}{2} \)
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Publication:2064883
DOI10.1214/20-ECP367zbMath1477.60065arXiv2007.15472OpenAlexW3115217884MaRDI QIDQ2064883
Alberto Ohashi, Francys A. de Souza
Publication date: 6 January 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.15472
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Self-similar stochastic processes (60G18)
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