Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions
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| Creator |
Banna, O.
Mishura, Y. |
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| Date |
2009-12-07T15:31:35Z
2009-12-07T15:31:35Z 2008 |
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| Type |
Article
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| Identifier |
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 http://dspace.nbuv.gov.ua/handle/123456789/4564 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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