Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261)
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scientific article; zbMATH DE number 6461306
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| English | Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet |
scientific article; zbMATH DE number 6461306 |
Statements
Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (English)
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21 July 2015
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fractional Brownian sheet
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Malliavin calculus
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cross-variation
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multiple stochastic integral
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0.8161313533782959
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0.8136640191078186
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0.8014642000198364
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0.8008403778076172
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0.7994445562362671
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