Cross-variation of Young integral with respect to long-memory fractional Brownian motions (Q5741256): Difference between revisions
From MaRDI portal
Changed label, description and/or aliases in en, and other parts |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1311.2895 / rank | |||
Normal rank |
Latest revision as of 03:03, 20 April 2024
scientific article; zbMATH DE number 6605495
Language | Label | Description | Also known as |
---|---|---|---|
English | Cross-variation of Young integral with respect to long-memory fractional Brownian motions |
scientific article; zbMATH DE number 6605495 |
Statements
22 July 2016
0 references
Young integrals
0 references
fractional Brownian motion
0 references
Rosenblatt process
0 references
Breuer-Major theorem
0 references
Taqqu's theorem
0 references
stochastic differential equations
0 references
math.PR
0 references