Power variation of multiple fractional integrals (Q2454693): Difference between revisions
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English | Power variation of multiple fractional integrals |
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Power variation of multiple fractional integrals (English)
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16 October 2007
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fractional Brownian motion
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sub-fractional Brownian motion
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multiple fractional Wiener-Itô integral
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multiple fractional Stratonovich integral
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q-variation
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