The quadratic variation for mixed-fractional Brownian motion (Q347449): Difference between revisions
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Revision as of 00:03, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quadratic variation for mixed-fractional Brownian motion |
scientific article |
Statements
The quadratic variation for mixed-fractional Brownian motion (English)
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30 November 2016
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mixed fractional Brownian motion
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fractional Itô formula
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Malliavin calculus
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local time
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