{"entities":{"Q1990028":{"pageid":2000770,"ns":120,"title":"Item:Q1990028","lastrevid":57637419,"modified":"2026-03-31T17:31:51Z","type":"item","id":"Q1990028","labels":{"en":{"language":"en","value":"Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6964404"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$31F9EB91-5C13-4FB3-9F61-AA2CC2EEAF9C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5b8fabbc20f113fb2ed643b32f7e469bd50b4d45","datavalue":{"value":{"text":"Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1990028$365FD345-F8ED-4850-9BA0-A868DC9E34C8","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"038b8b62a2a587f9b02702e9a79c28ea24a80215","datavalue":{"value":"1401.60064","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$62645DDF-A9B6-4FAE-8D71-BAB37EA82810","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f7210e8ba5521ea13ea0880125628dd5f6f8ab33","datavalue":{"value":"10.1214/18-ECP158","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$65C25E93-5FD7-4D6E-8EE4-F0A6756F0177","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"259ff9a18ec09fe34d65f74e3a0628e121c5985b","datavalue":{"value":{"entity-type":"item","numeric-id":287673,"id":"Q287673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$1E0CB253-003A-4C89-9438-15435A290532","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"33e993a3d7f4e5597deb5fea262ecfd41aa17018","datavalue":{"value":{"entity-type":"item","numeric-id":309536,"id":"Q309536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$D7BE92A9-DC37-4451-BF7D-DAA0FBA43971","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f68eb9de5f4e69a3d49dfc41c006f96a150ae946","datavalue":{"value":{"entity-type":"item","numeric-id":187954,"id":"Q187954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$0AF3DE54-7B21-4BB3-8F4C-C1CC5B605C95","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0b8334f713edead8d670653c698431fc1461b2b0","datavalue":{"value":{"time":"+2018-10-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1990028$B0A72AF7-2D46-4201-87D8-DF0573119C81","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fbcc0b20213d9af9eca35901cd82ab50a988b101","datavalue":{"value":"https://arxiv.org/abs/1711.00427","type":"string"},"datatype":"url"},"type":"statement","id":"Q1990028$7A39816E-80A5-4A62-904F-D29460F8EA99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"84892728fccd55c75a98c9a897698069006109cb","datavalue":{"value":"https://projecteuclid.org/euclid.ecp/1536718014","type":"string"},"datatype":"url"},"type":"statement","id":"Q1990028$312B5C0B-DBE4-4FD7-9734-E49FE1193CAC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a45c41232c6931f169bb879be71dd4b7ad0aa1d2","datavalue":{"value":"60G22","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$F16BD089-5838-4C3F-98FE-B4DAA4E1E540","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4b978504a5c4d5430fb07dd32ac0a7eb03b398b9","datavalue":{"value":"60G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$582F47A1-96FD-416E-98D0-8C7107220B3A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bb49b8508392362aa740e2b183cb1e8550ee8efb","datavalue":{"value":"60G57","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$4EBE0E49-0E44-45A5-B55C-AA70BC6281E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$48110450-2013-4F20-A740-A2D080748EA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"990660b56d7ca4735e3c99b718cddbc3861e8876","datavalue":{"value":"28A80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$8C543A53-D0A9-4962-A533-9C440955CFAC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e1e6770da2e7b51f54c334578e25503bd76c4498","datavalue":{"value":"6964404","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$66887AC0-CAE2-4005-8D78-D938AB28F1AC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6602006d6ccebfb0f7bf021d4b9c5fbb0554e04a","datavalue":{"value":"fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1990028$560ECBA3-DFDB-4B7E-B287-404E7F10D526","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"06d36f79090f1f4d9b1e40f11572f4e4433baae5","datavalue":{"value":"\\(\\log\\)-correlated random field","type":"string"},"datatype":"string"},"type":"statement","id":"Q1990028$6FFE401B-FFB0-4144-BE4F-026D1DF8484F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c9f20730b2e87acf85c934ab8320277c685efd6","datavalue":{"value":"rough volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1990028$79ABEF4B-05F3-42DC-AC94-17491EECDC41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"248a008cdb2ba18938c4c05916b26a36deecd3d9","datavalue":{"value":"multifractal processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1990028$235DA6E5-136A-4F50-A8E5-D0C9BCA8A322","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$CAC0CA60-3F01-47FC-8264-68EA577C9A48","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4647da9d297bbfe6fcf5024b69ce417ceab311b","datavalue":{"value":{"entity-type":"item","numeric-id":5947867,"id":"Q5947867"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$726D11FA-A329-4344-80E1-2F1C2CB7BDE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a08bca6f542def4a0968ce4004790d1fbcfd7b71","datavalue":{"value":{"entity-type":"item","numeric-id":1416862,"id":"Q1416862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$E8C61810-907E-44DB-B592-A81703943928","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6cb86583d13b4ce16ab42aceb46904ac77316616","datavalue":{"value":{"entity-type":"item","numeric-id":1864419,"id":"Q1864419"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$712B8659-96AB-4770-AFBE-D1DEFCD4AE42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31b3d345097150369c15ed7643a911776e031a08","datavalue":{"value":{"entity-type":"item","numeric-id":5001177,"id":"Q5001177"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$FBFD76AB-221D-4394-993F-538E6498E897","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32740473b2f8bc6436da4801f418ec2274f2a13e","datavalue":{"value":{"entity-type":"item","numeric-id":6032782,"id":"Q6032782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$319EEC9C-8896-478F-AE3F-458BE8D92C58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c7b75e7f8763935ace83b0608eb24399c6fbe3d","datavalue":{"value":{"entity-type":"item","numeric-id":2707194,"id":"Q2707194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$825C1C06-AD6A-4665-BAA4-55934976B13D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5ea5ef3342f9f993bda8f8c6250a32a5e4414be","datavalue":{"value":{"entity-type":"item","numeric-id":1634189,"id":"Q1634189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$EFD39A88-2A90-46E4-B55A-0A31B2E2EC94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40de9f4ef4fefd4f746cbd3c3af98706bca82d09","datavalue":{"value":{"entity-type":"item","numeric-id":4555069,"id":"Q4555069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$EF91CFF2-68D5-4A94-A7A6-B1817DB96C32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"196162568cd907f507d83e2cd5a4dc927e343dd1","datavalue":{"value":{"entity-type":"item","numeric-id":3528193,"id":"Q3528193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$F1727B66-CE7C-460D-9066-F43DB65E8B56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca9dc898247f82bd3a3133425180751a3e5669e0","datavalue":{"value":{"entity-type":"item","numeric-id":317494,"id":"Q317494"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$8BE5BD54-3CC8-4E1D-978D-4BE18FBD1A71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03333d7af9c8aa9e910593c9b8a87d91491de5e0","datavalue":{"value":{"entity-type":"item","numeric-id":4611271,"id":"Q4611271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$493AA855-8DCE-4277-B1B7-D68615823F2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ebbb693c2b4e9ba1474731ea7c7eb1dea2e25fb0","datavalue":{"value":{"entity-type":"item","numeric-id":5965312,"id":"Q5965312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$4A53A6D7-60A2-49CC-A483-0FF5FA737F79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb5caa6a0bf14b5f18d12f301cb87813f1e0a01a","datavalue":{"value":{"entity-type":"item","numeric-id":292898,"id":"Q292898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$38CD4452-315D-417A-8B99-8EE8CF339229","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2e1909c8b349b2b3cb1bf5ac1c5e40f6d597c46","datavalue":{"value":{"entity-type":"item","numeric-id":5570525,"id":"Q5570525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$3328DADA-3B64-4566-87B8-D91739D53557","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e3be376a6ac065c4e5b63c647e9746c21d6082cd","datavalue":{"value":{"entity-type":"item","numeric-id":1872414,"id":"Q1872414"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$B79BAC69-BEEC-4C2E-B067-9AF62972E3FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e65f49479832034594f8b61a3e516885d1a1e422","datavalue":{"value":{"entity-type":"item","numeric-id":471970,"id":"Q471970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$6740A64A-AF5E-4BC6-A3BD-1B8423CEFD5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79eb7f7864fe9a1cedb302e71d7686ba3db005b3","datavalue":{"value":{"entity-type":"item","numeric-id":4636219,"id":"Q4636219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$2B387697-8239-4384-A6B5-B71BE729E504","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b427b19503ee9a543919a48571f57a7a40facbe8","datavalue":{"value":{"entity-type":"item","numeric-id":964779,"id":"Q964779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$39A8158C-C2F2-48EA-BE05-9EFF13444364","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ab62b1a236d54a680113490c68ee6c77017b0f1","datavalue":{"value":{"entity-type":"item","numeric-id":265495,"id":"Q265495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1990028$2E01A9FE-4B49-4EFD-A046-12F45F59CCE6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c030fd89fde7c27da578c5acec8c9a1d7ea4beaa","datavalue":{"value":"W3126033552","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1990028$B5A7EACD-6E83-4151-BB43-2A4BCA43E761","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12a86a38c952b53a70504e2abc8b9ec8545f4314","datavalue":{"value":{"entity-type":"item","numeric-id":2170373,"id":"Q2170373"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac58f72438410b9ea32675cb117ce0bfbcafe144","datavalue":{"value":{"amount":"+0.8099315166473389","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1990028$0716AA5C-26A2-47AE-A65F-9CFBC291F86C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9772ed0ca00b6a8fb5e7920799d62795ab5a1492","datavalue":{"value":{"entity-type":"item","numeric-id":5491047,"id":"Q5491047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"611e58f19fec68207543f9c8349167adce7058d6","datavalue":{"value":{"amount":"+0.7783832550048828","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1990028$48C16EA3-7D85-4544-93DC-F61B6108F1B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a89238d9d3017f852165b24b23711ddd6c1b455","datavalue":{"value":{"entity-type":"item","numeric-id":2741102,"id":"Q2741102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d6e38b1cd1a1770c7ce3a35c8f4c695ba8b9810","datavalue":{"value":{"amount":"+0.755820631980896","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1990028$61334B12-3370-4D83-BB56-E74B4606D50E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6f9a0a2b91059adeabf2483e33d32effb51a4726","datavalue":{"value":{"entity-type":"item","numeric-id":5416706,"id":"Q5416706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ab34a9db15eb0e3ffb6f7c2aa1afbceaef05729a","datavalue":{"value":{"amount":"+0.754094660282135","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1990028$4963766C-C360-40D2-A9AF-A6EF9B70C689","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5eb7c03791fc9c40e0282a1c9525f968a6b0f91c","datavalue":{"value":{"entity-type":"item","numeric-id":2574625,"id":"Q2574625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"49d0bdcdc394451e1d6c46998968a182d998e1d9","datavalue":{"value":{"amount":"+0.7531562447547913","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1990028$49CB6AC4-D463-4A02-8560-F68C033F8C59","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1990028","badges":[]}}}}}