Discretization of Stationary Solutions of Stochastic Systems Driven by Fractional Brownian Motion
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-008-9062-9.pdf
Reference14 articles.
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5. Hüsler, J., Piterbarg, V., Seleznjev, O.: On convergence of the uniform norms for Gaussian processes and linear approximation problems. Ann. Appl. Probab. 13, 1615–1653 (2003)
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