Approximation of fractional local times: zero energy and derivatives (Q2240878): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1903.08683 / rank | |||
Normal rank | |||
Revision as of 02:46, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of fractional local times: zero energy and derivatives |
scientific article |
Statements
Approximation of fractional local times: zero energy and derivatives (English)
0 references
4 November 2021
0 references
derivatives of the local time
0 references
fractional Brownian motion
0 references
functional limit theorems
0 references
high-frequency observations
0 references
Malliavin calculus
0 references
