arXiv Open Access 2004

An optimal series expansion of the multiparameter fractional Brownian motion

Anatoliy Malyarenko

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Abstrak

We derive a series expansion for the multiparameter fractional Brownian motion. The derived expansion is proven to be rate optimal.

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Anatoliy Malyarenko

APA MLA BibTeX

Malyarenko, A. (2004). An optimal series expansion of the multiparameter fractional Brownian motion. https://arxiv.org/abs/math/0411539

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