On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656): Difference between revisions

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Latest revision as of 07:05, 11 July 2024

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On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
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    On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (English)
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    30 December 2015
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    fractional Brownian motion
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    stochastic differential equation
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    Hurst index
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