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

关键词：

D O I：

暂无

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：

引用

页码：96 / 104

页数：9

共 50 条

[31] Limit theorems for a class of integral functionals driven by fractional Brownian motion
Xia, Xiaoyu
Yan, Litan
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52 (03) : 583 - 601
[32] LAPLACE APPROXIMATION FOR ROUGH DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION
Inahama, Yuzuru
ANNALS OF PROBABILITY, 2013, 41 (01) : 170 - 205
[33] A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
Carlos Pardo, Juan
Perez, Jose-Luis
Perez-Abreu, Victor
JOURNAL OF THEORETICAL PROBABILITY, 2016, 29 (04) : 1581 - 1598
[34] Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion
Kamrani, Minoo
Jamshidi, Nahid
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2017, 44 : 1 - 10
[35] A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion
Juan Carlos Pardo
José-Luis Pérez
Victor Pérez-Abreu
Journal of Theoretical Probability, 2016, 29 : 1581 - 1598
[36] On Tightness and Weak Convergence in the Approximation of the Occupation Measure of Fractional Brownian Motion
Cohen, Serge
Wschebor, Mario
JOURNAL OF THEORETICAL PROBABILITY, 2010, 23 (04) : 1204 - 1226
[37] A strong uniform approximation of fractional Brownian motion by means of transport processes
Garzon, J.
Gorostiza, L. G.
Leon, J. A.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 119 (10) : 3435 - 3452
[38] The path integral formulation of fractional Brownian motion for the general Hurst exponent
Calvo, I.
Sanchez, R.
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2008, 41 (28)
[39] DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION
Tanaka, Katsuto
ECONOMETRIC THEORY, 2014, 30 (05) : 1078 - 1109
[40] Convergence to fractional Brownian motion and to the telecom process: The integral representation approach
Kai, Ingemar
Taqqu, Murad S.
IN AND OUT OF EQUILIBRIUM 2, 2008, 60 : 383 - +

← 1 2 3 4 5 →