Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
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| Datum: | 2008 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
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Інститут математики НАН України
2008
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4564 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions / O. Banna, Y. Mishura // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 1-16. — Бібліогр.: 7 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862535864659214336 |
|---|---|
| author | Banna, O. Mishura, Y. |
| author_facet | Banna, O. Mishura, Y. |
| citation_txt | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions / O. Banna, Y. Mishura // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 1-16. — Бібліогр.: 7 назв.— англ. |
| collection | DSpace DC |
| first_indexed | 2025-11-24T10:45:16Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4564 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-24T10:45:16Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Banna, O. Mishura, Y. 2009-12-07T15:31:35Z 2009-12-07T15:31:35Z 2008 Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions / O. Banna, Y. Mishura // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 1-16. — Бібліогр.: 7 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4564 en Інститут математики НАН України Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions Article published earlier |
| spellingShingle | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions Banna, O. Mishura, Y. |
| title | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| title_full | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| title_fullStr | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| title_full_unstemmed | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| title_short | Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| title_sort | approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4564 |
| work_keys_str_mv | AT bannao approximationoffractionalbrownianmotionwithassociatedhurstindexseparatedfrom1bystochasticintegralsoflinearpowerfunctions AT mishuray approximationoffractionalbrownianmotionwithassociatedhurstindexseparatedfrom1bystochasticintegralsoflinearpowerfunctions |