Distance from fractional Brownian motion with associated Hurst index &lt;math xmlns="http://www.w3.org/1998/Math/MathML"&gt;&lt;mn&gt;0&lt;/mn&gt;&lt;mo mathvariant="normal"&gt;&lt;&lt;/mo&gt;&lt;mi mathvariant="italic"&gt;H&lt;/mi&gt;&lt;mo mathvariant="normal"&gt;&lt;&lt;/mo&gt;&lt;mn&gt;1&lt;/mn&gt;&lt;mo mathvariant="normal" stretchy="false"&gt;/&lt;/mo&gt;&lt;mn&gt;2&lt;/mn&gt;&lt;/math&gt; to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive …
Modern stochastics: theory and applications