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Journal of Theoretical Probability

, Volume 21, Issue 2, pp 459–475 | Cite as

An Optimal Series Expansion of the Multiparameter Fractional Brownian Motion

  • Anatoliy MalyarenkoEmail author
Article

Abstract

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

Keywords

Fractional Brownian motion Series expansion Rate optimal expansion 

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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.Department of Mathematics & PhysicsMälardalen UniversityVästeråsSweden

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