Analysis of the Rosenblatt process (Q5190284)
From MaRDI portal
scientific article; zbMATH DE number 5681382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Rosenblatt process |
scientific article; zbMATH DE number 5681382 |
Statements
Analysis of the Rosenblatt process (English)
0 references
15 March 2010
0 references
non central limit theorem
0 references
rosenblatt process
0 references
fractional Brownian motion
0 references
stochastic calculus \(via\) regularization
0 references
Malliavin calculus
0 references
Skorohod integral
0 references
