Power variation of multiple fractional integrals (Q2454693)
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scientific article; zbMATH DE number 5201227
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Power variation of multiple fractional integrals |
scientific article; zbMATH DE number 5201227 |
Statements
Power variation of multiple fractional integrals (English)
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16 October 2007
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fractional Brownian motion
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sub-fractional Brownian motion
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multiple fractional Wiener-Itô integral
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multiple fractional Stratonovich integral
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q-variation
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0.8996652
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0.89347434
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0.87392485
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0.8732573
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0.8702761
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