On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (Q491179): Difference between revisions
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Latest revision as of 19:16, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) |
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On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\) (English)
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24 August 2015
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divergence integral
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fractional Brownian motion
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fractional Bessel process
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Malliavin calculus
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Skorokhod integral
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