Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet

Author: Coutin Laure   Pontier Monique  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|115-146

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-03, pp. : 115-146

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract