A rate-optimal trigonometric series expansion of the fractional Brownian motion.
Iglói, E.
Electronic Communications in Probability [electronic only], Tome 10 (2005), p. 1381-1397 / Harvested from The Electronic Library of Mathematics
Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:127167
@article{05070614,
     title = {A rate-optimal trigonometric series expansion of the fractional Brownian motion.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {10},
     year = {2005},
     pages = {1381-1397},
     zbl = {1109.60032},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070614}
}
Iglói, E. A rate-optimal trigonometric series expansion of the fractional Brownian motion.. Electronic Communications in Probability [electronic only], Tome 10 (2005) pp. 1381-1397. http://gdmltest.u-ga.fr/item/05070614/