Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
Збережено в:
| Дата: | 2008 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | 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 |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
nasplib_isofts_kiev_ua-123456789-4564 |
|---|---|
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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 |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions |
| 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_short |
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_sort |
approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions |
| author |
Banna, O. Mishura, Y. |
| author_facet |
Banna, O. Mishura, Y. |
| publishDate |
2008 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.ua/handle/123456789/4564 |
| fulltext |
|
| 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. |
| work_keys_str_mv |
AT bannao approximationoffractionalbrownianmotionwithassociatedhurstindexseparatedfrom1bystochasticintegralsoflinearpowerfunctions AT mishuray approximationoffractionalbrownianmotionwithassociatedhurstindexseparatedfrom1bystochasticintegralsoflinearpowerfunctions |
| first_indexed |
2025-11-24T10:45:16Z |
| last_indexed |
2025-11-24T10:45:16Z |
| _version_ |
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