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zbMath1289.60073MaRDI QIDQ2850381

V. V. Doroshenko, Oksana Banna, Yuliya S. Mishura

Publication date: 26 September 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener process fractional Brownian motion integral norm Mandelbrot-van Ness kernel Molchan kernel

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

Related Items (1)

Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent

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