| dc.date.accessioned | 2013-03-12T08:20:10Z | |
| dc.date.available | 2013-03-12T08:20:10Z | |
| dc.date.issued | 2007 | en_US |
| dc.date.submitted | 2009-11-13 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10517 | |
| dc.description.abstract | We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk. | eng |
| dc.language.iso | eng | en_US |
| dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
| dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
| dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
| dc.rights | © The Author(s) (2007). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
| dc.title | A weighted random walk approximation to fractional Brownian motion | en_US |
| dc.type | Research report | en_US |
| dc.date.updated | 2009-11-13 | en_US |
| dc.rights.holder | Copyright 2007 The Author(s) | |
| dc.creator.author | Lindstrøm, Tom | en_US |
| dc.subject.nsi | VDP::410 | en_US |
| dc.identifier.urn | URN:NBN:no-23480 | en_US |
| dc.type.document | Forskningsrapport | en_US |
| dc.identifier.duo | 96816 | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10517/1/pm11-07.pdf | |