„On approximation of stochastic integrals with respect to a fractional Brownian motion /“
Title
On approximation of stochastic integrals with respect to a fractional Brownian motion /
Translation of Title
Atsitiktinių integralų trupmeninio Brauno judesio atžvilgiu aproksimacijos klausimu.
Authors
Kubilius, Kęstutis
DOI
10.15388/LMR.2005.29323
Full Text
Is Part of
Lietuvos matematikos rinkinys. 2005, T. 45, spec, Nr, p. 552-556.. ISSN 0132-2818
Type
Journal article
Language
English
Publication date
2005
CC license