Assessing relative volatility/ intermittency/energy dissipation (Q470490)

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Assessing relative volatility/ intermittency/energy dissipation
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    title
    Assessing relative volatility/ intermittency/energy dissipation (English)
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    DOI
    10.1214/14-EJS942
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    publication date
    12 November 2014
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    Mathematics Subject Classification ID
    60J70
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    60G48
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    62M09
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    76F55
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    86A10
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    zbMATH DE Number
    6368819
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    zbMATH Keywords
    Brownian semistationary process
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    energy dissipation
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    intermittency
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    power variation
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    turbulence
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    volatility
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    arXiv ID
    1304.6683
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    cites work
    Q3656682
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    Q5493536
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    Q3992980
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    Q4082864
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    Q4857359
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    Q4778955
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    Q5844025
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    Q5780307
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    Q5515900
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    OpenAlex ID
    W1967727656
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