An optimal series expansion of the multiparameter fractional Brownian motion

Details An optimal series expansion of the multiparameter fractional Brownian motion An optimal series expansion of the multiparameter fractional Brownian motion

2004-11-24

arxiv.org/abs/math/0411539v4

Mathematics

Statistics Theory

21 pages, no figures, final version, to appear in Journal of Theoretical Probability

Scientific paper

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

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