A rate-optimal trigonometric series expansion of the fractional brownian motion

Electronic Journal of Probability

Volumn 10, Issue , 2005, Pages 1381-1397

  Igloi E ^a  

^a UNIVERSITY OF DEBRECEN   (Hungary)

Author keywords

Fractional Brownian motion; Function series expansion; Gamma mixed Ornstein Uhlenbeck process; Rate of convergence

Indexed keywords

EID: 27844500053     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v10-287     Document Type: Article

References (5)

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