Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (Q459482)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion |
scientific article |
Statements
Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion (English)
0 references
13 October 2014
0 references
subfractional Brownian motion
0 references
Malliavin calculus
0 references
weighted quadratic variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
