APPROXIMATION OF FRACTIONAL BROWNIAN MOTION BY THE VERNIERS INTEGRAL

被引：0
|
作者：
Mishura, Y. S. [1 ]
Banna, O. L. [1 ]
机构：
[1] Natl Taras Shevchenko Univ, Fac Mech & Math, Dept Probabil Theory & Math Stat, Academician Glushkov Ave 6, UA-03127 Kiev, Ukraine
来源：
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2008年 / 79卷
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D O I：
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中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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页码：96 / 104
页数：9
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