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Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions

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Bibliographic Details
Date:	2008
ISSN:	0321-3900
Main Authors:	Banna, O., Mishura, Y.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2008
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4564
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	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

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