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

By E. Iglói

Abstract

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:10.1.1.371.910
Provided by: CiteSeerX
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