On approximation of stochastic integrals with respect to a fractional Brownian motion

Kęstutis Kubilius

doi:10.15388/LMR.2005.29323

Articles

Kęstutis Kubilius

Institute of Mathematics and Informatics

Published 2005-12-18

https://doi.org/10.15388/LMR.2005.29323

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Keywords

approximation
stochastic integrals
fractional Brownian motion

How to Cite

Kubilius, K. (2005) “On approximation of stochastic integrals with respect to a fractional Brownian motion”, Lietuvos matematikos rinkinys, 45(spec.), pp. 552–556. doi:10.15388/LMR.2005.29323.

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