Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet |
scientific article |
Statements
Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (English)
0 references
21 July 2015
0 references
fractional Brownian sheet
0 references
Malliavin calculus
0 references
cross-variation
0 references
multiple stochastic integral
0 references
0 references
0 references
0 references