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

Theory of Probability and Mathematical Statistics - United States
doi 10.1090/s0094-9000-2014-00913-8
Full Text
Abstract

Available in full text

Date
Authors
Publisher

American Mathematical Society (AMS)

Related search

Generalized Functionals of Brownian Motion

Journal of Applied Mathematics and Stochastic Analysis
1994English

A Fractional Linear System View of the Fractional Brownian Motion

Nonlinear Dynamics
ControlSystems EngineeringMechanical EngineeringElectronic EngineeringApplied MathematicsElectricalOcean EngineeringAerospace Engineering
2004English

A Series Expansion of Fractional Brownian Motion

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
2004English

On the Increments of the Principal Value of Brownian Motion Local Time

International Journal of Contemporary Mathematical Sciences
2007English

Convergence of Delay Differential Equations Driven by Fractional Brownian Motion

Journal of Evolution Equations
Mathematics
2010English

Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes

1994English

Multivariate Normal Approximation for Functionals of Random Polytopes

Journal of Theoretical Probability
MathematicsStatisticsUncertaintyProbability
2020English

Fractional Brownian Motion Versus the Continuous-Time Random Walk: A Simple Test for Subdiffusive Dynamics

Physical Review Letters
AstronomyPhysics
2009English

Random Walks and Brownian Motion

2012English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy