论文标题
距离分数布朗运动的距离与相关的赫斯特指数$ 0 <h <1/2 $到涉及涉及权力集成的高斯marting的子空间，并具有任意的正指数
Distance from fractional Brownian motion with associated Hurst index $0<H<1/2$ to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent
论文作者
论文摘要
我们找到了与赫斯特索引$ h \ in（0,1/2）$ in（0,1/2）$的最佳近似值，该表格为$ \ int _0^ts^ts^γdw_s$，其中$ w $是$ w $是wiener process，$γ> 0 $。
We find the best approximation of the fractional Brownian motion with the Hurst index $H\in (0,1/2)$ by Gaussian martingales of the form $\int _0^ts^γdW_s$, where $W$ is a Wiener process, $γ>0$.
