Hermite variation of subfractional Brownian motion (Q2983579)
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scientific article; zbMATH DE number 6718603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hermite variation of subfractional Brownian motion |
scientific article; zbMATH DE number 6718603 |
Statements
17 May 2017
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subfractional Brownian motion
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Malliavin calculus
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weighted Hermite variation
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central limit theorem
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Hermite Variation ofvskip Subfractional Brownian Motion (English)
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0.8835046291351318
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0.8664928674697876
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0.8479928374290466
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0.8430222868919373
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