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    Convexity and robustness of the Rényi entropy

    Convexity and robustness of the Rényi entropy by Filipp Buryak, Yuliya Mishura

    Published 2021-07-01
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  2. 2
    Distance from fractional Brownian motion with associated Hurst index <math xmlns="http://www.w3.org/1998/Math/MathML"><mn>0</mn><mo mathvariant="normal"><</mo><mi mathvariant="italic">H</mi><mo mathvariant="normal"><</mo><mn>1</mn><mo mathvariant="normal" stretchy="false">/</mo><mn>2</mn></math> to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent

    Distance from fractional Brownian motion with associated Hurst index <math xmlns="http://www.w3.org/1998/Math/MathML"><mn>0</mn><mo mathvariant="normal"><</mo><mi mathvariant="ital... by Oksana Banna, Filipp Buryak, Yuliya Mishura

    Published 2020-06-01
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