Power variation of multiple fractional integrals (Q2454693)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power variation of multiple fractional integrals |
scientific article |
Statements
Power variation of multiple fractional integrals (English)
0 references
16 October 2007
0 references
fractional Brownian motion
0 references
sub-fractional Brownian motion
0 references
multiple fractional Wiener-Itô integral
0 references
multiple fractional Stratonovich integral
0 references
q-variation
0 references
0 references
0 references
0 references
0 references
0 references
