Location of Repository

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

By E. Iglói


E l e c t r o

Topics: fractional Brownian motion, function series expansion, rate of convergence, Gamma-mixed Ornstein–Uhlenbeck process
Year: 2005
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://ejp.ejpecp.org/article/... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.