文章基本信息

标题：Approximating the Rosenblatt process by multiple Wiener integrals
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作者：Yan, Litan ; Li, Yumiao ; Wu, Di 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2015
卷号：20
期号：0
页码：1-16
DOI：10.1214/ECP.v20-3517
语种：English
出版社：Electronic Communications in Probability
摘要：Let $Z^{H}$ be the Rosenblatt process with the representation$$Z^H_t=\int_0^t\int_0^tL^H(t,s,r)dB_{s}dB_{r},$$where $B$ is a standard Brownian motion, $\frac12
关键词：Rosenblatt process; optimal approximation; multiple Wiener integrals;60G18; 60H05