Approximation of fractional local times: zero energy and derivatives (Q2240878): Difference between revisions

From MaRDI portal
← Older edit
ReferenceBot (talk | contribs)
Bots
1,895,659 edits
‎Changed an Item
Set OpenAlex properties.
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W3209348036 / rank
 
Normal rank

Latest revision as of 09:42, 30 July 2024

scientific article
Language Label Description Also known as
English
Approximation of fractional local times: zero energy and derivatives
scientific article

    Statements

    title
    Approximation of fractional local times: zero energy and derivatives (English)
    0 references
    author
    Arturo Jaramillo
    0 references
    Ivan Nourdin
    0 references
    Giovanni Peccati
    0 references
    publication date
    4 November 2021
    0 references
    zbMATH Keywords
    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
    cites work
    Q5680823
    0 references
    Q4269108
    0 references
    Volatility is rough
    0 references
    Occupation densities
    0 references
    Q4226355
    0 references
    Q4662409
    0 references
    Q5600228
    0 references

    Identifiers

    DOI
    10.1214/20-AAP1643
    0 references
    Mathematics Subject Classification ID
    60F17
    0 references
    60G22
    0 references
    60H07
    0 references
    60J55
    0 references
    zbMATH DE Number
    7420547
    0 references
    arXiv ID
    1903.08683
    0 references
    OpenAlex ID
    W3209348036
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2240878&oldid=37130928"
    Powered by MediaWiki