scientific article; zbMATH DE number 7552776

zbMath1506.60001MaRDI QIDQ5088086

Kostiantyn Ralchenko, Oksana Banna, Sergiy Shklyar, Yuliya S. Mishura

Publication date: 4 July 2022

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

zbMATH Keywords

fractional Brownian motionapproximationprojection

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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Anomalous diffusion: fractional Brownian motion vs fractional Ito motion ⋮ A Unified Convergence Analysis for the Fractional Diffusion Equation Driven by Fractional Gaussian Noise with Hurst Index $H\in(0,1)$ ⋮ Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index ⋮ Gaussian processes with Volterra kernels ⋮ Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent ⋮ Convexity and robustness of the Rényi entropy

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