Asymptotic behavior of weighted cubic variation of sub-fractional Brownian motion (Q2965567)
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scientific article; zbMATH DE number 6691503
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| English | Asymptotic behavior of weighted cubic variation of sub-fractional Brownian motion |
scientific article; zbMATH DE number 6691503 |
Statements
Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion (English)
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3 March 2017
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Malliavin calculus
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sub-fractional Brownian motion
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weighted cubic variation
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0.904479682445526
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0.881105363368988
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0.8298826813697815
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0.8279005885124207
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