On approximation of stochastic integrals with respect to a fractional Brownian motion
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2005-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/29323 |
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| _version_ | 1832593234926239744 |
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| author | Kęstutis Kubilius |
| author_facet | Kęstutis Kubilius |
| author_sort | Kęstutis Kubilius |
| collection | DOAJ |
| description |
There is not abstract.
|
| format | Article |
| id | doaj-art-f3c373d8e0f14510acd9562f6f4b7194 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2005-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-f3c373d8e0f14510acd9562f6f4b71942025-01-20T18:15:38ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2005-12-0145spec.10.15388/LMR.2005.29323On approximation of stochastic integrals with respect to a fractional Brownian motionKęstutis Kubilius0Institute of Mathematics and Informatics There is not abstract. https://www.journals.vu.lt/LMR/article/view/29323approximationstochastic integralsfractional Brownian motion |
| spellingShingle | Kęstutis Kubilius On approximation of stochastic integrals with respect to a fractional Brownian motion Lietuvos Matematikos Rinkinys approximation stochastic integrals fractional Brownian motion |
| title | On approximation of stochastic integrals with respect to a fractional Brownian motion |
| title_full | On approximation of stochastic integrals with respect to a fractional Brownian motion |
| title_fullStr | On approximation of stochastic integrals with respect to a fractional Brownian motion |
| title_full_unstemmed | On approximation of stochastic integrals with respect to a fractional Brownian motion |
| title_short | On approximation of stochastic integrals with respect to a fractional Brownian motion |
| title_sort | on approximation of stochastic integrals with respect to a fractional brownian motion |
| topic | approximation stochastic integrals fractional Brownian motion |
| url | https://www.journals.vu.lt/LMR/article/view/29323 |
| work_keys_str_mv | AT kestutiskubilius onapproximationofstochasticintegralswithrespecttoafractionalbrownianmotion |