An Approximation to the Subfractional Brownian Sheet Using Martingale Differences

Journal of Inequalities and Applications - United Kingdom
doi 10.1186/s13660-015-0625-4
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions

Statistics and Probability Letters
UncertaintyStatisticsProbability
2008English

Some Polar Sets for the Brownian Sheet

Lecture Notes in Mathematics
Number TheoryAlgebra
1997English

Necessary and Sufficient Condition for the Smoothness of Intersection Local Time of Subfractional Brownian Motions

Journal of Inequalities and Applications
CombinatoricsApplied MathematicsAnalysisDiscrete Mathematics
2011English

On Quadratic Functionals of the Brownian Sheet and Related Processes

Stochastic Processes and their Applications
ModelingApplied MathematicsStatisticsProbabilitySimulation
2006English

Vortex Sheet Approximation of Boundary Layers

Journal of Computational Physics
Numerical AnalysisApplied MathematicsSimulationComputer Science ApplicationsModelingComputational MathematicsAstronomyPhysics
1978English

On the Explosion of the Local Times Along Lines of Brownian Sheet

Annales de l'institut Henri Poincare (B) Probability and Statistics
UncertaintyStatisticsProbability
2004English

Sampling of Probability Measures in the Convex Order and Approximation of Martingale Optimal Transport Problems

SSRN Electronic Journal
2017English

Technical Note—An Application of Martingale Methods to Conflict Models

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
1976English

Approximation of Random Variables by Functionals of the Increments of a Fractional Brownian Motion

Theory of Probability and Mathematical Statistics
UncertaintyStatisticsProbability
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy