Approximations of fractional Brownian motion

Bernoulli 2011 / 11 Vol. 17; Iss. 4

Approximations of fractional Brownian motion

Li, Yuqiang, Dai, Hongshuai
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Volume:
17
Language:
english
Journal:
Bernoulli
DOI:
10.3150/10-BEJ319
Date:
November, 2011
File:
PDF, 216 KB
english, 2011
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