A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (Q1017711)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 |
scientific article |
Statements
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4 (English)
0 references
12 May 2009
0 references
fractional Brownian motion
0 references
weak convergence
0 references
change of variable formula
0 references
