Approximation of some processes

DOI10.1023/A:1009999518898zbMath0986.60036OpenAlexW1484437014MaRDI QIDQ5933675

Laure Coutin, G. Montseny, Philippe Carmona

Publication date: 23 May 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009999518898

zbMATH Keywords

fractional Brownian motionGaussian processesnumerical approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic processes (60G99)

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