Discretizing the fractional Lévy area (Q2267547): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretizing the fractional Lévy area |
scientific article |
Statements
Discretizing the fractional Lévy area (English)
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1 March 2010
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fractional Brownian motion
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Lévy area
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discretization schemes
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asymptotic error distribution
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