Analysis of the Rosenblatt process (Q5190284): Difference between revisions
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Revision as of 02:21, 20 March 2024
scientific article; zbMATH DE number 5681382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Rosenblatt process |
scientific article; zbMATH DE number 5681382 |
Statements
Analysis of the Rosenblatt process (English)
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15 March 2010
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non central limit theorem
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rosenblatt process
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fractional Brownian motion
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stochastic calculus \(via\) regularization
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Malliavin calculus
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Skorohod integral
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