Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707): Difference between revisions

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-Kęstutis Kubilius
@@ Property / author: Kęstutis Kubilius / rank @@
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-Dmitrij Melichov
@@ Property / author: Dmitrij Melichov / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10986-010-9095-z
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+W2062356601
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@@ Property / cites work @@
+Quadratic variations along irregular subdivisions for Gaussian processes
+Normal rank
@@ Property / cites work @@
+Estimation in models driven by fractional Brownian motion
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+On quadratic variation of processes with Gaussian increments
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+An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation
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@@ Property / cites work @@
+Q4798624
@@ Property / cites work: Q4798624 / rank @@
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@@ Property / cites work @@
+Q3146432
@@ Property / cites work: Q3146432 / rank @@
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@@ Property / cites work @@
+Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
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@@ Property / cites work @@
+Q2809664
@@ Property / cites work: Q2809664 / rank @@
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@@ Property / cites work @@
+Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
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+An extended martingale invariance principle
@@ Property / cites work: An extended martingale invariance principle / rank @@
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+A complement to Gladyshev's theorem
@@ Property / cites work: A complement to Gladyshev's theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by fractional Brownian motion
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