scientific article; zbMATH DE number 5592340

zbMath1199.60132MaRDI QIDQ5325071

O. Banna, Yuliya S. Mishura

Publication date: 8 August 2009

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

zbMATH Keywords

fractional Brownian motionmartingalebest approximation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales and classical analysis (60G46)

Related Items (4)

A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval ⋮ The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels ⋮ Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent ⋮ Distance between the fractional Brownian motion and the space of adapted Gaussian martingales

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