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: | English |
| Veröffentlicht: |
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. |