The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 |
scientific article |
Statements
The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (English)
0 references
7 January 2015
0 references
fractional Brownian motion
0 references
generalized quadratic covariation
0 references
Hurst index
0 references
Malliavin calculus
0 references
local time
0 references
fractional Itō formula
0 references
0 references
0 references
0 references
0 references
0 references
